Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 01.08.1956
Phone: 995 (32) 29 32 51
Fax: 995 (32) 30 59 31
E-mail:
Keywords: semimartingale, financial market model, hedging.

Subject:

Stochastic Control, Mathematical Finance.

Main publications:

• Solvability of Backwaerd Stochastic Differential Equation with Quadratic Growth, Stochastic Processes and their Applications (2007), doi:10.1016/j.spa.2007.05.009.
• A stochastic equation for the distribution law of diffusion type processes, Random Operator and Stochasic Equation, vol. 11, 1 (2003), 77–82.

Publications in Math-Net.Ru

Personal pages:

• 

Organisations:

• Institute of Cybernetics