Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 2.07.1993
E-mail:
Keywords: robust utility maximization, Fenchel–Rockafellar duality, Orlicz space by Young function, bounded finitely additive measures, supermartingale measure
UDC: 519.21

Subject:

Probability theory, mathematical statistics.

Main publications:

1. A. A. Farvazova, “Dual robust utility maximization problem”, Moscow University Mathematics Bulletin, 77:4 (2022), 176–182

Publications in Math-Net.Ru

Talks and lectures

Personal pages:

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• ISTINA
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Organisations:

• Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
• Steklov International Mathematical Center
• Lomonosov Moscow State University, Faculty of Mechanics and Mathematics