Mania, M.; Tevzadze, R. On regularity of dynamic value function related to the utility maximization problem. (English) Zbl 1403.91319 Proc. A. Razmadze Math. Inst. 168, 63-77 (2015). MSC: 91G10 91G80 60H30 93E20 PDFBibTeX XMLCite \textit{M. Mania} and \textit{R. Tevzadze}, Proc. A. Razmadze Math. Inst. 168, 63--77 (2015; Zbl 1403.91319) Full Text: Link
Glonti, O.; Jaoshvili, V.; Purtukhia, O. Hedging of European option of exotic type. (English) Zbl 1403.91341 Proc. A. Razmadze Math. Inst. 168, 25-40 (2015). MSC: 91G20 60H30 62P05 PDFBibTeX XMLCite \textit{O. Glonti} et al., Proc. A. Razmadze Math. Inst. 168, 25--40 (2015; Zbl 1403.91341) Full Text: Link
Chelidze, G.; Mamporia, B. Weakly independent random elements, Gaussian case. (English) Zbl 1336.60074 Proc. A. Razmadze Math. Inst. 168, 15-23 (2015). MSC: 60G15 60F05 60F15 60B12 PDFBibTeX XMLCite \textit{G. Chelidze} and \textit{B. Mamporia}, Proc. A. Razmadze Math. Inst. 168, 15--23 (2015; Zbl 1336.60074) Full Text: Link
Pantsulaia, G.; Kintsurashvili, M. An effective construction of the strong objective infinite-sample well-founded estimate. (English) Zbl 1318.28035 Proc. A. Razmadze Math. Inst. 166, 113-119 (2014). MSC: 28C10 60E05 94A12 PDFBibTeX XMLCite \textit{G. Pantsulaia} and \textit{M. Kintsurashvili}, Proc. A. Razmadze Math. Inst. 166, 113--119 (2014; Zbl 1318.28035)
Vakhania, N.; Chelidze, G. Skitovich-Darmois theorem for complex and quaternion cases. (English) Zbl 1275.60011 Proc. A. Razmadze Math. Inst. 160, 165-169 (2012). MSC: 60B15 PDFBibTeX XMLCite \textit{N. Vakhania} and \textit{G. Chelidze}, Proc. A. Razmadze Math. Inst. 160, 165--169 (2012; Zbl 1275.60011) Full Text: Link
Kvatadze, Z.; Shervashidze, T. On some limit theorems for sums and products of random variables. (English) Zbl 1178.60022 Proc. A. Razmadze Math. Inst. 150, 99-104 (2009). MSC: 60F05 60G50 60G10 91B70 PDFBibTeX XMLCite \textit{Z. Kvatadze} and \textit{T. Shervashidze}, Proc. A. Razmadze Math. Inst. 150, 99--104 (2009; Zbl 1178.60022)
Kakubava, R.; Gabidzashvili, M.; Gulua, D. Analysis of queues in \((M_1,M_2)/(G_1,G_2)/(n_1,n_2)\) cyclic system with setup. (English) Zbl 1170.60331 Proc. A. Razmadze Math. Inst. 149, 114-117 (2009). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{R. Kakubava} et al., Proc. A. Razmadze Math. Inst. 149, 114--117 (2009; Zbl 1170.60331)
Jaoshvili, V.; Purtukhia, O. Stochastic integral representation of functionals of Poisson processes. (English) Zbl 1159.60023 Proc. A. Razmadze Math. Inst. 143, 37-60 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60G55 60G51 60H07 62P05 PDFBibTeX XMLCite \textit{V. Jaoshvili} and \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 143, 37--60 (2007; Zbl 1159.60023) Full Text: Link
Nadaraya, E.; Babilua, P. On the limit distribution of a quadrativ deviation of a recurrent kernel estimate of distribution density. (English) Zbl 1139.62008 Proc. A. Razmadze Math. Inst. 144, 67-89 (2007). MSC: 62E20 62G07 60F05 62G20 62H12 PDFBibTeX XMLCite \textit{E. Nadaraya} and \textit{P. Babilua}, Proc. A. Razmadze Math. Inst. 144, 67--89 (2007; Zbl 1139.62008)
Kavtaradze, T.; Lazrieva, N.; Mania, M. The change-point problem for continuous martingales. (English) Zbl 1153.60341 Proc. A. Razmadze Math. Inst. 137, 39-63 (2005). MSC: 60G44 62L10 62L15 60H15 PDFBibTeX XMLCite \textit{T. Kavtaradze} et al., Proc. A. Razmadze Math. Inst. 137, 39--63 (2005; Zbl 1153.60341)
Nadarajah, S.; Kotz, S. A truncated Pearson type VII distribution. (English) Zbl 1127.62010 Proc. A. Razmadze Math. Inst. 138, 55-62 (2005). MSC: 62E15 33C90 60E99 PDFBibTeX XMLCite \textit{S. Nadarajah} and \textit{S. Kotz}, Proc. A. Razmadze Math. Inst. 138, 55--62 (2005; Zbl 1127.62010) Full Text: Link
Shervashidze, T. Limit theorems for weighted sums of independent identically distributed random vectors. (English) Zbl 1081.60510 Proc. A. Razmadze Math. Inst. 136, 127-134 (2004). MSC: 60F05 PDFBibTeX XMLCite \textit{T. Shervashidze}, Proc. A. Razmadze Math. Inst. 136, 127--134 (2004; Zbl 1081.60510)
Tsigroshvili, Z. Compound sums and counting processes. (English) Zbl 1065.60043 Proc. A. Razmadze Math. Inst. 135, 131-140 (2004). MSC: 60G50 60G55 91B30 PDFBibTeX XMLCite \textit{Z. Tsigroshvili}, Proc. A. Razmadze Math. Inst. 135, 131--140 (2004; Zbl 1065.60043)
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. III: Information modelling in finance. (English) Zbl 1068.60066 Proc. A. Razmadze Math. Inst. 135, 105-123 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 91B28 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 135, 105--123 (2004; Zbl 1068.60066)
Chantladze, T.; Kandelaki, N.; Ugulava, D. Gaussian distribution and Dirichlet series. (English) Zbl 1068.60011 Proc. A. Razmadze Math. Inst. 135, 49-56 (2004). Reviewer: Neculai Curteanu (Iaşi) MSC: 60B12 60H25 60E05 11F66 PDFBibTeX XMLCite \textit{T. Chantladze} et al., Proc. A. Razmadze Math. Inst. 135, 49--56 (2004; Zbl 1068.60011)
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. II: The Bayesian model. (English) Zbl 1048.60035 Proc. A. Razmadze Math. Inst. 133, 77-96 (2003). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 62C10 60H10 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 133, 77--96 (2003; Zbl 1048.60035)
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. I: General concepts. (English) Zbl 1048.60034 Proc. A. Razmadze Math. Inst. 133, 63-76 (2003). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 133, 63--76 (2003; Zbl 1048.60034)
Purtukhia, O. An extension of the Ocone-Haussmann-Clark formula for a class of normal martingales. (English) Zbl 1037.60052 Proc. A. Razmadze Math. Inst. 132, 127-136 (2003). Reviewer: Nicolas Privault (La Rochelle) MSC: 60H07 60H05 60G44 91B28 PDFBibTeX XMLCite \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 132, 127--136 (2003; Zbl 1037.60052)
Purtukhia, O. Fubini type theorems for ordinary and stochastic integrals. (English) Zbl 1159.60327 Proc. A. Razmadze Math. Inst. 130, 101-114 (2002). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 130, 101--114 (2002; Zbl 1159.60327)
Mania, M.; Tevzadze, R. Backward stochastic PDE and hedging in incomplete markets. (English) Zbl 1159.91394 Proc. A. Razmadze Math. Inst. 130, 39-72 (2002). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{M. Mania} and \textit{R. Tevzadze}, Proc. A. Razmadze Math. Inst. 130, 39--72 (2002; Zbl 1159.91394)
Gamkrelidze, N.; Shervashvidze, T. On a local limit theorem for lattice distributions. (English) Zbl 1159.60316 Proc. A. Razmadze Math. Inst. 130, 7-12 (2002). MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{N. Gamkrelidze} and \textit{T. Shervashvidze}, Proc. A. Razmadze Math. Inst. 130, 7--12 (2002; Zbl 1159.60316)
Lominashvili, G.; Shashiashvili, M. The approximation to the value function of the optimal stopping problem on a finite time interval by discretized variational inequalities. (English) Zbl 1023.60066 Proc. A. Razmadze Math. Inst. 128, 79-100 (2002). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J60 65K10 60G40 PDFBibTeX XMLCite \textit{G. Lominashvili} and \textit{M. Shashiashvili}, Proc. A. Razmadze Math. Inst. 128, 79--100 (2002; Zbl 1023.60066)
Lazrieva, N.; Toronjadze, T. The Polyak weighted averaging procedure for Robbins-Monro type SDE. (English) Zbl 0995.60061 Proc. A. Razmadze Math. Inst. 124, 115-130 (2000). Reviewer: Rainer Buckdahn (Brest) MSC: 60H30 62L20 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 124, 115--130 (2000; Zbl 0995.60061)
Mosidze, A.; Tsigroshvili, Z. About the bounds for Mill’s ratio. (English) Zbl 0965.60085 Proc. A. Razmadze Math. Inst. 122, 137-158 (2000). MSC: 60K05 PDFBibTeX XMLCite \textit{A. Mosidze} and \textit{Z. Tsigroshvili}, Proc. A. Razmadze Math. Inst. 122, 137--158 (2000; Zbl 0965.60085)
Lominashvili, G.; Shashiashvili, M. The approximation to the value function of the optimal stopping problem by discretized variational inequalities. (English) Zbl 1129.60317 Proc. A. Razmadze Math. Inst. 122, 125-136 (2000). MSC: 60J60 60G40 49J40 PDFBibTeX XMLCite \textit{G. Lominashvili} and \textit{M. Shashiashvili}, Proc. A. Razmadze Math. Inst. 122, 125--136 (2000; Zbl 1129.60317)
Chitashvili, R.; Mania, M. Stochastic line integrals with respect to local martingales and semimartingales. (English) Zbl 0953.60041 Proc. A. Razmadze Math. Inst. 120, 1-26 (1999). Reviewer: B.Grigelionis (Vilnius) MSC: 60H05 60G44 60G48 PDFBibTeX XMLCite \textit{R. Chitashvili} and \textit{M. Mania}, Proc. A. Razmadze Math. Inst. 120, 1--26 (1999; Zbl 0953.60041)
Tsigroshvili, Z. Some notes on goodness-of-fit tests and innovation martingales. (English) Zbl 0978.62038 Proc. A. Razmadze Math. Inst. 117, 89-102 (1998). MSC: 62G10 60G44 62G30 PDFBibTeX XMLCite \textit{Z. Tsigroshvili}, Proc. A. Razmadze Math. Inst. 117, 89--102 (1998; Zbl 0978.62038)
Shashiashvili, M. On the excursion intervals away from the boundary for the reflected Brownian motions. (English) Zbl 0934.60066 Proc. A. Razmadze Math. Inst. 118, 135-146 (1998). MSC: 60J50 60J60 60J65 PDFBibTeX XMLCite \textit{M. Shashiashvili}, Proc. A. Razmadze Math. Inst. 118, 135--146 (1998; Zbl 0934.60066)
Lazrieva, N.; Toronjadze, T. Robust estimators in statistical models associated with semimartingales. (English) Zbl 0938.62030 Proc. A. Razmadze Math. Inst. 118, 73-100 (1998). MSC: 62F35 62C20 60G48 62F10 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 118, 73--100 (1998; Zbl 0938.62030)
Purtukhia, O. On the representation of measure-valued solutions of second order stochastic parabolic equations. (English) Zbl 0915.60063 Proc. A. Razmadze Math. Inst. 116, 133-158 (1998). MSC: 60H07 60J60 PDFBibTeX XMLCite \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 116, 133--158 (1998; Zbl 0915.60063)
Mania, M. Derivation of a generalized Black-Scholes equation. (English) Zbl 0912.60064 Proc. A. Razmadze Math. Inst. 115, 121-148 (1997). Reviewer: Klaus Schürger (Bonn) MSC: 60G44 60H05 60H15 91B06 PDFBibTeX XMLCite \textit{M. Mania}, Proc. A. Razmadze Math. Inst. 115, 121--148 (1997; Zbl 0912.60064)
Glonti, O.; Khechinashvili, Z. Financial \((B,S)\)-market with Gaussian martingale. Mean square optimal hedging strategies. (English) Zbl 0914.90022 Proc. A. Razmadze Math. Inst. 115, 33-43 (1997). Reviewer: Klaus Schürger (Bonn) MSC: 91G20 60G44 60H05 PDFBibTeX XMLCite \textit{O. Glonti} and \textit{Z. Khechinashvili}, Proc. A. Razmadze Math. Inst. 115, 33--43 (1997; Zbl 0914.90022)
Chitashvili, R. On the nonexistence of a strong solution in the boundary problem for a sticky Brownian motion. (English) Zbl 0914.60026 Proc. A. Razmadze Math. Inst. 115, 17-31 (1997). Reviewer: M.Stolarczyk (Katowice) MSC: 60H10 PDFBibTeX XMLCite \textit{R. Chitashvili}, Proc. A. Razmadze Math. Inst. 115, 17--31 (1997; Zbl 0914.60026)
Khakhubia, Ts. G. Limit theorems for the simultaneous distribution of maximum likelihood estimates of change-points. (Russian) Zbl 0738.62022 Tr. Tbilis. Mat. Inst. Razmadze 92, 186-195 (1989). Reviewer: L.Paditz (Dresden) MSC: 62F10 62E20 62F12 60F05 PDFBibTeX XMLCite \textit{Ts. G. Khakhubia}, Proc. A. Razmadze Math. Inst. 92, 186--195 (1989; Zbl 0738.62022)
Nadaraya, Eh. A.; Absava, R. M. Limit distribution of the mean square deviation for a wide class of estimates of the probability distribution density. (Russian) Zbl 0738.62014 Tr. Tbilis. Mat. Inst. Razmadze 92, 164-185 (1989). Reviewer: L.Paditz (Dresden) MSC: 62E20 62G07 62G20 60F05 60G42 PDFBibTeX XMLCite \textit{Eh. A. Nadaraya} and \textit{R. M. Absava}, Proc. A. Razmadze Math. Inst. 92, 164--185 (1989; Zbl 0738.62014)
Purtukhiya, O. G. Conditional distributions of degenerate diffusion processes with unbounded coefficients. (Russian) Zbl 0738.60071 Tr. Tbilis. Mat. Inst. Razmadze 92, 73-88 (1989). Reviewer: Gong Guanglu (Beijing) MSC: 60J60 60H10 60H15 PDFBibTeX XMLCite \textit{O. G. Purtukhiya}, Proc. A. Razmadze Math. Inst. 92, 73--88 (1989; Zbl 0738.60071)
Maniya, M. G. Convergence sets of two-parametric martingales. An analog of the Lenglart inequality. (Russian) Zbl 0737.60039 Tr. Tbilis. Mat. Inst. Razmadze 92, 60-72 (1989). Reviewer: M.Capinski (Kraków) MSC: 60G48 60G60 PDFBibTeX XMLCite \textit{M. G. Maniya}, Proc. A. Razmadze Math. Inst. 92, 60--72 (1989; Zbl 0737.60039)
Rozanov, Yu. A. The general stochastic representation and characterization of all Markov Gaussian fields. (Russian) Zbl 0742.60052 Tr. Tbilis. Mat. Inst. Razmadze 92, 56-59 (1989). Reviewer: N.M.Zinchenko (Kiev) MSC: 60G60 60G15 60J99 PDFBibTeX XMLCite \textit{Yu. A. Rozanov}, Proc. A. Razmadze Math. Inst. 92, 56--59 (1989; Zbl 0742.60052)
Skorokhod, A. V. On systems of interacting reproduced particles. (Russian) Zbl 0739.60102 Tr. Tbilis. Mat. Inst. Razmadze 92, 46-55 (1989). Reviewer: Chen Mu-fa (Beijing) MSC: 60K35 PDFBibTeX XMLCite \textit{A. V. Skorokhod}, Proc. A. Razmadze Math. Inst. 92, 46--55 (1989; Zbl 0739.60102)
Shiryaev, A. N. Basic principles of martingale methods in functional limit theorems. (Russian) Zbl 0738.60023 Tr. Tbilis. Mat. Inst. Razmadze 92, 28-45 (1989). Reviewer: A.V.Bulinskij (Moskva) MSC: 60F17 60G44 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Proc. A. Razmadze Math. Inst. 92, 28--45 (1989; Zbl 0738.60023)
Shervashidze, T. L. On multidimensional analogs of an alternative of P. Lévy. (Russian) Zbl 0736.60032 Tr. Tbilis. Mat. Inst. Razmadze 92, 21-27 (1989). Reviewer: L.Heinrich (Freiberg) MSC: 60F20 60F99 PDFBibTeX XMLCite \textit{T. L. Shervashidze}, Proc. A. Razmadze Math. Inst. 92, 21--27 (1989; Zbl 0736.60032)
Kandelaki, N. P. Distributions connected with the orthogonal product of random vectors. (Russian) Zbl 0736.60022 Tr. Tbilis. Mat. Inst. Razmadze 92, 13-20 (1989). Reviewer: I.Křivý (Ostrava) MSC: 60E99 60E10 PDFBibTeX XMLCite \textit{N. P. Kandelaki}, Proc. A. Razmadze Math. Inst. 92, 13--20 (1989; Zbl 0736.60022)
Zolotarev, V. M. On two analytical problems of probability theory. (Russian) Zbl 0742.60017 Tr. Tbilis. Mat. Inst. Razmadze 92, 10-12 (1989). Reviewer: N.G.Gamkrelidze (Moskva) MSC: 60E07 PDFBibTeX XMLCite \textit{V. M. Zolotarev}, Proc. A. Razmadze Math. Inst. 92, 10--12 (1989; Zbl 0742.60017)