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1.Robust utility maximization for a diffusion market model with misspecified coefficients, (with Toronjadze and T. Uzunashvili ) Finance and Stochasics, 17, 3, (2013), 535鈥�563.

2. * Robust mean-variance hedging and pricing of contingent claims in a one period model, International Journal of Theoretical and Applied Finance, 15, 3,(2012), 9p.

3. * Robust mean-variance hedging in the single period model, Reports of the seminar of I. Vekua Institute of Applied Mathematics, v. 25. (2012), 4p.

4. * Robust Mean-Variance Hedging In The Two Period Model, (with T. Uzunashvili), Reports of the seminar of I. Vekua Institute of Applied Mathematics, v.24., (2010),126-129.

5. * Handbook of Quantitative Finance and Risk Management , Springer, (2010), (with M. Mania and M. Santacroce) , Book chapter 104, pp. 1555-1566.

6. * Backward stochastic PDEs related to the utility maximization problem, (with M. Mania), Georgian Mathematical Journal, Vol. 17, N 4, (2010), pp. 705- 741.

7. * Stochastic Control, Sciyo, 2010. (with M. Mania and T. Toronjadze), Book chapter pp. 581-608.

8. * L2-approximating pricing under restricted information. (with M. Mania and T. Toronjadze) Applied Mathematics and Optimization Vol. 60, 1, (2009), 39-70.

9. * L2-hedging Under Partial Observations. (with M. Mania) Reports of Enlarged Session of the Seminar of I.Vekua Institute of Applied Mathematics, vol. 23 (2008), pp.108-112.

10. * Mean-variance hedging with partial information (with M. Mania and T, Toronjadze), SIAM journal on Control and Optimization, vol. 47, 鈩� 5, (2008) , pp. 2381-2409.

11. * Solvability of Backward Stochastic Differential Equation with Quadratic Growth, Stochastic Processes and their Applications, vol. 118, 鈩�3, (2008), 503-515.

12. * Quantum Computation with Scattering Matrices, 小芯胁褉械屑械薪薪邪褟 袦邪褌械屑邪褌懈泻邪 懈 械械 袩褉懈谢芯卸械薪懈褟 (Contemporary Mathematics and Its Applications), vol. 44, (2007), 152-162. (with G. Giorgadze). Translated in Journal of Mathematical Sciences.
13. * An exponential martingale equation, Electronic Communications in Probability 11, (2006), 206鈥�216 (with M. Mania).
14. * Scattering Matrices as the Gates for Quantum Computer, Bull. Georg. Acad. Sci. (2006), 173, 鈩�1, 7-10,(with G. Giorgadze).
15. A martingale equation of exponential type, From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Springer-Verlag, (2005), 507-516. (with M. Mania).
16. A BSDE and the Bellman equation related to the minimal entropy martingale measure, Georgian Math. Journal, vol 11, No 1,(2004) 125-135. (with M. Mania and M. Santacroce).
The task of optimal displament, Proceesings of the Inst. of Cybernetics, vol. 3, N 1-2, (2004), 181-184. (with Gd.G. Letzava, T. Sulaberidze).
18. An exponential martingale equation, (2003),DEMPh,. (with M. Mania).
19. Backward Stochastic PDE and Imperfect Hedging, International Journal of Theoretical and Applied Finance, vol.6, 7,(2003),663-692. (with M. Mania).
20. A stochastic equation for the distribution law of diffusion type processes, Random Operator and Stochastic Equation, vol.11, 1, (2003), 77-82.
21. Semimartingale Backward PDE and Imperfect Hedging, Kolmogorov and contemporary mathematics, Abstracts, Moscow, June 16-21, (2003), 91-92. (with M. Mania).
22. A Semimartingale Backward Equation and the Variance optimal martingale measure under general information flow, SIAM Journal on Control and Optimization, Vol. 42, N5, (2003), 1703-1726. (with M. Mania).
23. A Semimartingale BSDE related to the minimal entropy martingale measure, Finance and Stochastics, vol.7, No 3, (2003), 385-402. (with M. Mania and M. Santacroce).
24. A unified characterization of q-optimal and minimal entropy martingale measures by Semimartingale Backward Equations, (with M. Mania), Georgian Mathematical Journal, Vol. 10 (2003),N2, 289-310,.
25. One problem of Parametric estimation related to the principle of work of level sensor for apparatus of cutting, Proceesings of the Inst. of Cybernetics, vol. 2, N 1-2, (2002), 114-115. (with Gd.G. Lezhava, G.G. Lezhava, G. Machavariani).
26. For the subject of estimation of semantic information, Proceesings of the Inst. of Cybernetics, vol. 2, N 1-2, (2002), 113-114. (with Gd.G. Letzava).
27. 袦邪褌械屑邪褌懈褔械褋泻邪褟 屑芯写械谢褜 褋褘褉械胁芯谐芯 褋谢芯褟 褔邪泄薪芯谐芯 谢懈褋褌邪 懈 芯锌褌懈屑懈蟹邪褑懈褟 褋斜芯褉邪, Georgian Eng. News (2002), 2, 62-64. (with I.X. Kamkamidze , Gd.G. Letzava, G.G. Letzava, E.M. Mkrtchjan , T.G. Sulaberidze)
28. Backward Stochastic PDE and Hedging in Incomplete Markets, Proceeding of Mathematical Inst., vol.13, (2002), 39-72. (with M. Mania).
29. A Semimartingale Bellman Equation and the Variance-Optimal Martingale Measure. Correction, Georgian Math. Journal, 2002, VOL 9; part 1, (2002), p. 197. (with Mania)
A Semimartingale Bellman Equation for the mean-variance hedging problem, Reports on enlarged sessions of the seminar of I.Vekua Inst. of Applied Mathematics,vol. 17, 1, (2002), 21-24. (with M. Mania).
31. A Semimartingale backward equation related to the p-optimal martingale measure and the minimal price of contingent claims, Stoch. Processes and Related Topics, Stochastics Monogr., 12 ,Taylor\&Francis. (2002), 169-202. (with M. Mania and M. Santacroce).
32. A Semimartingale Backward Equation and the Variance-optimal Martingale Measure, Abstracts of lll congress of Georgian Mathematics, 11-13 October,(2001), p.68. (with M. Mania).
33. An equation for the distribution of diffusion type processes, Abstracts of lll congress of Georgian Mathematics, 11-13 October, (2001), p.51.
34. On Bellman's equation for controlled diffusion processes , Abstracts of 12-th Winter School on Stochastic Processes, Jena, (2000), 4-5. (with M. Mania).
35. A Semimartingale Bellman equation and the variance-optimal martingale measure, Georgian Math. J. vol. 7, No 4 (2000), 765--792. (with M. Mania).
36. Mixed problem for the Bellman equation with measurable coefficients. Mem. Differ. Equ. Math. Phys. 19, (2000), 142-149.
37. Semimartingale functions of a class of diffusion processes. (Russian, English) Theory Probab. Appl. 45, No.2, 337-343 (2002); translation from 孝械芯褉懈褟 袙械褉芯褟褌薪. 袩褉懈屑. 45, No.2, (2000),374-380. (with M. Mania).
38. Markov dilation of Diffusion Type Processes and its Applications to the Financial Mathematics, Georgian Math. Journal, vol.6, No 4, (1999), 363-378.
39. The solvability of Isaacs's equation with the measurable coefficients, Reports on enlarged sessions of the seminar of I.Vekua Inst. of Applied Mathematics, vol. 14, 1, (1999) 62-66.
40. The solution of Bellman's equation by means of a system of nonlinear singular integral equations, (with M. Mania).Mem. Differ. Equ. Math. Phys. 13, (1998), 121-129,
41. Solution of Bellman's equation by a system of nonlinear singular integral equations, (with M. Mania).Abstracts of Differential Equation and Mathematical Physics, Tbilisi, (1997), p.82.
42. Optimal problems for controlled processes of diffusion type with infinite dimensional restrictions. (Russian.) 小芯芯斜褕械薪懈褟 袗泻邪写械屑懈懈 袧邪褍泻 袚小小袪 149, No.1, 16-19 (1994). Bulleten of AN GSSR, 1, (1994).
43. A necessary condition of optimality in a weak sense for generalized optimization problem for diffusion system, (Russian), Teor. Kibern. 4, (1991), 98-103.
44. On an optimization problem with a random perturbation., (Russian),Teor. Kibern. 3, (1986), 126-129.
45. About adjoint system of maximum principle for controlled diffusion processes, 孝械蟹懈褋褘 写芯泻谢邪写芯胁 19 褕泻芯谢褘-泻芯谢谢芯泻胁懈褍屑邪 锌芯 褌械芯褉懈懈 胁械褉芯褟褌薪芯褋褌械泄 懈 屑邪褌. 褋褌邪褌懈褋褌懈泻械, (Russian), Tbilisi, 1985. p.50.
46. The Maximum Principle for Control System and Theorem of Existence, 孝械蟹懈褋褘 写芯泻谢邪写芯胁 19 褕泻芯谢褘-泻芯谢谢芯泻胁懈褍屑邪 锌芯 褌械芯褉懈懈 胁械褉芯褟褌薪芯褋褌械泄 懈 屑邪褌. 褋褌邪褌懈褋褌懈泻械, (Russian), Tbilisi, 1984. p.47.
47. The maximum principle for controlled diffusion system with generalized control, 孝械蟹懈褋褘 写芯泻谢邪写芯胁 屑械卸写褍薪邪褉芯写薪芯泄 泻芯薪褎械褉械薪褑懈懈 锌芯 褋褌芯褏邪褋褌懈褔械褋泻芯泄 芯锌褌懈屑懈蟹邪褑懈懈, Kiev, 1984. 105-106
48. Some necessary condition for optimality of stochastic control systems. (Russian.) 小芯芯斜褕械薪懈褟 袗泻邪写械屑懈懈 袧邪褍泻 袚小小袪 114, 29-32 (1984), Bulleten of AN GSSR 1, (1984).
49. The maximum principle for stochastic system with generalized control, 孝械蟹懈褋褘 写芯泻谢邪写芯胁 10 袪械褋锌褍斜谢懈泻邪薪褋泻芯泄 薪邪褍褔薪芯-屑械褌芯写懈褔械褋泻芯泄 泻芯薪褎械褉械薪褑懈懈 袙校袟-芯胁 袚小小袪, 孝械谢邪胁懈, 1983. s.30 (Russian).
50. A necessary condition for optimality of stochastic control systems. (Russian.) 小芯芯斜褕械薪懈褟 袗泻邪写械屑懈懈 袧邪褍泻 袚小小袪 109, 21-23 (1983), Bulleten of AN GSSR, 1, (1983).