The Cauchy problem for second order stochastic parabolic equation. The filtering problem of multidimen­sional diffusion processes. Stochastic Differential equations. The stochastic anticipative and nonanticipative analysis. Malliavin Calculus. Martingale Representation Theorems. Stochastic Financial Mathematics. Hedging problem of European Options.

• Tbilisi Ivane Javakhishvili State University