A unified characterization of q -optimal and minimal entropy martingale measures by semimartingale backward equations. Mania, M.; Tevzadze, R. — 2003 Georgian Mathematical Journal
Solution of Bellman's equation by means of a system of nonlinear singular integral equations. Mania, M.; Tevzadze, R. — 1998 Memoirs on Differential Equations and Mathematical Physics
Characterization of a regular family of semimartingales by line integrals. Chitashvili, R.; Mania, M. — 1996 Georgian Mathematical Journal
The Bellman equation related to the minimal entropy martingale measure. Mania, M.; Santacroce, M.; Tevzadze, R. — 2004 Georgian Mathematical Journal