Official Statistics in Georgia

Author: Zaza Chelidze

Utility maximization problem and related backward stochastic PDEs

Author: Mikheil Mania
Co-authors: Revaz Tevzadze

Backward stochastic differential equations and BMO martingales

Author: Besik Chikvinidze
Keywords: Backward stochastic differential equation, BMO martingale, Girsanov's transformation

ON THE MAXSIMUM PSEVDO-LIKELIHOOD ESTIMATION OF A DISTRIBUTION PARAMETERS BY GROUPED OBSERVATIONS WITH CENSORING

Author: Mzevinar Patsatsia
Co-authors: Giorgi lominashvili

ON THE ESTIMATION OF A MAXIMUM LIKELIYHOOD OF TRUNCATED EXPONENTIAL DISTRIBUTIONS

Author: Giorgi Lominashvili
Co-authors: Mzevinar Patsatsia

The consistent criteria for checking hypotheses in Hilbert space of measure

Author: Zurab Zerakidze
Co-authors: Grigol Sokhadze

On the mathematical modelling of infectius disease

Author: Aleksandre Tkeshelashvili
Keywords: infection, vaccination, mathematikal madel

Denjoy-Luzin systems and unconditional convergence in Banach spaces

Author: Vakhtang Kvaratskhelia
Co-authors: Vazha Tarieladze
Keywords: Denjoy-Luzin systems, unconditional convergence

Statistics for law students

Author: Ketevan Manjgaladze
Keywords: Statistics, law students, Handbooks.

AREA ESTIMATION BETWEEN THE EARLY EXERCISE BOUNDARIES FOR THE AMERICAN PUT OPTION WITH DIFFERENT LOCAL VOLATILITIES

Author: Malkhaz Shashiashvili

On the Cramer-Rao inequality in an infinite dimensional space

Author: grigol sokhadze
Co-authors: Nadaraya E., Purtukhia O.
Keywords: Cramer-Rao inequality, Logarithmic derivative

ON THE INTEGRAL SQUARE DEVIATION OF A ONE NONPARAMETRIC ESTIMATOR OF THE BERNOULLI REGRESSION FUNCTION

Author: Elizbar Nadaraya
Co-authors: BABILUA PETRE, SOKHADZE GRIGOL
Keywords: Bernoulli regression function, limiting distribution, consistency

ABOUT NONPARAMETRIC ESTIMATOR OF THE BERNOULLI REGRESSION FUNCTION

Author: Petre Babilua
Co-authors: NADARAYA ELIZBAR, SOKHADZE GRIGOL
Keywords: Bernoulli regression, kernel estimation, Wiener process

On consistent estimators of a usefull signal in the linear one-dimensional stochastic model when an expectation of the transformed signal does not exist

Author: Gogi Pantsulaia
Co-authors: Zurab Zerakidze, Gimzer Saatashvili
Keywords: useful signal, consistent estimator

Logarithmic Sobolev type inequalities for Poisson functionals

Author: Vakhtang Jaoshvili
Co-authors: Omar Purtukhia
Keywords: Logarithmic Sobolev inequality, Clark-Haus¬smann-Ocone represe¬ntation, stochastic derivative, co-m¬pen¬sated Poisson pro¬cess

On the Clark integral representation of functionals of Brownian motion with explicit view of integrand

Author: omar Glonti
Co-authors: Omar Purtukhia
Keywords: Brownian functional, Clark-Ocone representation

One model of risky asset described by Gaussian martingale

Author: Zaza Khechinashvili
Co-authors: Omar Glonti
Keywords: Financial time series, Gaussian martingale, forecasting.

On optimal stopping with incomplete data

Author: Besarion Dochviri
Keywords: partially observable random process, gain function, payoff, optimal stopping, stopping time

Sobolev type inequalities in infinite dimensional space

Author: Omar Purtukhia
Keywords: Sobolev type inequality, Clark-Haussmann-Ocone representation, stochastic derivative, compensated Poisson process