Mania, M.; Tevzadze, R. On regularity of dynamic value function related to the utility maximization problem. (English) Zbl 1403.91319 Proc. A. Razmadze Math. Inst. 168, 63-77 (2015). MSC: 91G10 91G80 60H30 93E20 PDFBibTeX XMLCite \textit{M. Mania} and \textit{R. Tevzadze}, Proc. A. Razmadze Math. Inst. 168, 63--77 (2015; Zbl 1403.91319) Full Text: Link
Kavtaradze, T.; Lazrieva, N.; Mania, M. The change-point problem for continuous martingales. (English) Zbl 1153.60341 Proc. A. Razmadze Math. Inst. 137, 39-63 (2005). MSC: 60G44 62L10 62L15 60H15 PDFBibTeX XMLCite \textit{T. Kavtaradze} et al., Proc. A. Razmadze Math. Inst. 137, 39--63 (2005; Zbl 1153.60341)
Mania, M.; Tevzadze, R. Backward stochastic PDE and hedging in incomplete markets. (English) Zbl 1159.91394 Proc. A. Razmadze Math. Inst. 130, 39-72 (2002). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{M. Mania} and \textit{R. Tevzadze}, Proc. A. Razmadze Math. Inst. 130, 39--72 (2002; Zbl 1159.91394)
Chitashvili, R.; Mania, M. Stochastic line integrals with respect to local martingales and semimartingales. (English) Zbl 0953.60041 Proc. A. Razmadze Math. Inst. 120, 1-26 (1999). Reviewer: B.Grigelionis (Vilnius) MSC: 60H05 60G44 60G48 PDFBibTeX XMLCite \textit{R. Chitashvili} and \textit{M. Mania}, Proc. A. Razmadze Math. Inst. 120, 1--26 (1999; Zbl 0953.60041)
Mania, M. Derivation of a generalized Black-Scholes equation. (English) Zbl 0912.60064 Proc. A. Razmadze Math. Inst. 115, 121-148 (1997). Reviewer: Klaus Schürger (Bonn) MSC: 60G44 60H05 60H15 91B06 PDFBibTeX XMLCite \textit{M. Mania}, Proc. A. Razmadze Math. Inst. 115, 121--148 (1997; Zbl 0912.60064)
Lazrieva, N.; Mania, M.; Shervashidze, T.; Toronjadze, T. In memory of Professor R. Chitashvili (16. 02. 1942-17. 11. 1995). (English) Zbl 0973.01077 Proc. A. Razmadze Math. Inst. 115, 5-15 (1997). MSC: 01A70 PDFBibTeX XMLCite \textit{N. Lazrieva} et al., Proc. A. Razmadze Math. Inst. 115, 5--15 (1997; Zbl 0973.01077)
Maniya, M. G. Convergence sets of two-parametric martingales. An analog of the Lenglart inequality. (Russian) Zbl 0737.60039 Tr. Tbilis. Mat. Inst. Razmadze 92, 60-72 (1989). Reviewer: M.Capinski (Kraków) MSC: 60G48 60G60 PDFBibTeX XMLCite \textit{M. G. Maniya}, Proc. A. Razmadze Math. Inst. 92, 60--72 (1989; Zbl 0737.60039)