Edit Profile (opens in new tab) Chitashvili, Revaz Ya. (b. 1942 d. 1995) Co-Author Distance Author ID: chitashvili.revaz Published as: Chitashvili, R. Ya.; Chitashvili, R. J.; Chitashvili, R.; Chitashvili, R. Yu.; Chitashvili, Revaz more...less External Links: Math-Net.Ru Documents Indexed: 46 Publications since 1966 Biographic References: 1 Publication Co-Authors: 15 Co-Authors with 32 Joint Publications 71 Co-Co-Authors all top 5 Co-Authors 11 single-authored 10 Mania, Michael 6 Torondzhadze, T. A. 5 Lazrieva, N. L. 3 Orlov, Yu. K. 1 Abramishvili, B. Sh. 1 Bokuchava, I. V. 1 Bregvadze, M. A. 1 Cagareisvili, G. G. 1 Ceisvili, R. A. 1 Devdariani, R. G. 1 Elbakidze, N. V. 1 Khmadadze, Sh. E. 1 Khmaladze, Estate V. 1 Kordzakhia, Nino 1 Orlov, Kirill Yu. 1 Shervashidze, Tengiz 1 Toronyadze, T. A. 1 Yushkevich, Aleksandr Adol’fovich all top 5 Serials 15 Soobshcheniya Akademii Nauk Gruzinskoĭ SSR 5 Proceedings of A. Razmadze Mathematical Institute 4 Stochastics 3 Theory of Probability and its Applications 1 Russian Mathematical Surveys 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Probability Theory and Related Fields 1 Mathematical Methods of Statistics 1 Georgian Mathematical Journal 1 Teoriya Sluchaĭnykh Protsessov all top 5 Fields 34 Probability theory and stochastic processes (60-XX) 14 Systems theory; control (93-XX) 11 Statistics (62-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 2 Ordinary differential equations (34-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 87 times in 67 Documents Cited by ▼ Year ▼ Strong solutions of stochastic differential equations with boundary conditions. Zbl 0479.60062 Chitashvili, R. J.; Lazrieva, N. L. 20 1981 On the nonexistence of a strong solution in the boundary problem for a sticky Brownian motion. Zbl 0914.60026 Chitashvili, R. 12 1997 Martingale ideology in the theory of controlled stochastic processes. Zbl 0543.93071 Chitashvili, R. J. 12 1983 Generalized Itô formula and derivation of Bellman’s equation. Zbl 0870.60074 Chitashvili, Revaz; Mania, Mikhael 7 1996 On one-dimensional stochastic differential equations with unit diffusion coefficient. Structure of solutions. Zbl 0454.60056 Chitashvili, R. J.; Toronjadze, T. A. 5 1981 Optimal locally absolutely continuous change of measure. Finite set of decisions. I. Zbl 0622.93077 Chitashvili, R. J.; Mania, M. G. 5 1987 On functions transforming a Wiener process into a semimartingale. Zbl 0882.60080 Chitashvili, R.; Mania, M. 5 1997 Statistical analysis of a large number of rare events and closely related questions. Zbl 0745.62106 Khmaladze, Eh. V.; Chitashvili, R. Ya. 5 1989 On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions). Zbl 0652.60051 Chitashvili, R. J.; Mania, M. G. 3 1987 Controlled random sequences and Markov chains. Zbl 0537.93069 Yushkevich, A. A.; Chitashvili, R. Ya. 3 1982 Decomposition of the maximum of semimartingales and generalized Itô’s formula. Zbl 0778.60032 Chitashvili, R. J.; Mania, M. G. 3 1991 A controlled finite Markov chain with an arbitrary set of decisions. Zbl 0371.60084 Citasvili, R. Ja. 2 1975 A finite controlled Markov chain with small termination probability. Zbl 0372.93055 Citasvili, R. Ja. 2 1976 Characterization of a regular family of semimartingales by line integrals. Zbl 0872.60043 Chitashvili, R.; Mania, M. 2 1996 Optimal locally absolutely continuous change of measure. Finite set of decisions. II: Optimization problems. Zbl 0639.93065 Chitashvili, R. J.; Mania, M. G. 2 1987 Stochastic line integrals with respect to local martingales and semimartingales. Zbl 0953.60041 Chitashvili, R.; Mania, M. 1 1999 Robust estimation of the parameter in a contaminated Markov model. Zbl 1103.62362 Chitashvili, R.; Kordzakhia, N. 1 1998 On functions transforming Brownian motion into a Dirichlet process. Zbl 0968.60074 Chitashvili, R.; Mania, M. 1 1996 Stochastic line integrals with respect to local martingales and semimartingales. Zbl 0953.60041 Chitashvili, R.; Mania, M. 1 1999 Robust estimation of the parameter in a contaminated Markov model. Zbl 1103.62362 Chitashvili, R.; Kordzakhia, N. 1 1998 On the nonexistence of a strong solution in the boundary problem for a sticky Brownian motion. Zbl 0914.60026 Chitashvili, R. 12 1997 On functions transforming a Wiener process into a semimartingale. Zbl 0882.60080 Chitashvili, R.; Mania, M. 5 1997 Generalized Itô formula and derivation of Bellman’s equation. Zbl 0870.60074 Chitashvili, Revaz; Mania, Mikhael 7 1996 Characterization of a regular family of semimartingales by line integrals. Zbl 0872.60043 Chitashvili, R.; Mania, M. 2 1996 On functions transforming Brownian motion into a Dirichlet process. Zbl 0968.60074 Chitashvili, R.; Mania, M. 1 1996 Decomposition of the maximum of semimartingales and generalized Itô’s formula. Zbl 0778.60032 Chitashvili, R. J.; Mania, M. G. 3 1991 Statistical analysis of a large number of rare events and closely related questions. Zbl 0745.62106 Khmaladze, Eh. V.; Chitashvili, R. Ya. 5 1989 Optimal locally absolutely continuous change of measure. Finite set of decisions. I. Zbl 0622.93077 Chitashvili, R. J.; Mania, M. G. 5 1987 On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions). Zbl 0652.60051 Chitashvili, R. J.; Mania, M. G. 3 1987 Optimal locally absolutely continuous change of measure. Finite set of decisions. II: Optimization problems. Zbl 0639.93065 Chitashvili, R. J.; Mania, M. G. 2 1987 Martingale ideology in the theory of controlled stochastic processes. Zbl 0543.93071 Chitashvili, R. J. 12 1983 Controlled random sequences and Markov chains. Zbl 0537.93069 Yushkevich, A. A.; Chitashvili, R. Ya. 3 1982 Strong solutions of stochastic differential equations with boundary conditions. Zbl 0479.60062 Chitashvili, R. J.; Lazrieva, N. L. 20 1981 On one-dimensional stochastic differential equations with unit diffusion coefficient. Structure of solutions. Zbl 0454.60056 Chitashvili, R. J.; Toronjadze, T. A. 5 1981 A finite controlled Markov chain with small termination probability. Zbl 0372.93055 Citasvili, R. Ja. 2 1976 A controlled finite Markov chain with an arbitrary set of decisions. Zbl 0371.60084 Citasvili, R. Ja. 2 1975 all cited Publications top 5 cited Publications all top 5 Cited by 91 Authors 9 Słomiński, Leszek 8 Mania, Michael 4 Tevzadze, Revaz 3 Falkowski, Adrian 2 Chitashvili, Revaz Ya. 2 Jiang, Pingping 2 Mnatsakanov, Robert M. 2 Nam, Kihun 2 Possamaï, Dylan 2 Russo, Francesco 2 Wojciechowski, Tomasz 2 Zhang, Haoyan 1 Aurell, Alexander 1 Azmy, E. 1 Barraquand, Guillaume 1 Bonnans, Joseph Frédéric 1 Burdzy, Krzysztof 1 Cheridito, Patrick 1 Dalang, Robert C. 1 Ding, Deng 1 Djehiche, Boualem 1 Downs, Robert T. 1 Eberle, Andreas 1 El Otmani, Mohamed 1 Elmansouri, Badr 1 Engelbert, Hans-Jürgen 1 Feinberg, Eugene Aleksandrovich 1 Feng, Liming 1 Fernholz, Erhard Robert 1 Flandoli, Franco 1 Garzón, Johanna 1 Ghomrasni, Raouf 1 Gianatti, Justina 1 Gozzi, Fausto 1 Hazen, Robert M. 1 Hernández, Camilo 1 Hystad, Grethe 1 Ichiba, Tomoyuki 1 Kang, Weining 1 Karatzas, Ioannis 1 Khedher, Asma 1 Khmaladze, Estate V. 1 Kinkladze, G. N. 1 Klaassen, Chris A. J. 1 Klebaner, Fima C. 1 Klimsiak, Tomasz 1 Kordzakhia, Nino 1 Kuhn, Christoph 1 Kvizhinadze, Giorgi 1 León, Jorge A. 1 Lepeltier, Jean-Pierre 1 Lépingle, Dominique 1 Maticiuc, Lucian 1 Mishra, G. D. 1 Nadareishvili, M. M. 1 Nie, Tianyang 1 Nikabadze, A. M. 1 Papapantoleon, Antonis 1 Pettersson, Roger 1 Rácz, Miklós Z. 1 Ramanan, Kavita 1 Ramírez, Miriam 1 Reiersølmoen, L. 1 Rotenstein, Eduard-Paul 1 Rutkowski, Marek 1 Rychnovsky, Mark 1 Santacroce, Marina 1 Saplaouras, Alexandros 1 Schmidt, Wolfgang M. 1 Schweizer, Martin 1 Semrau-Giłka, Alina 1 Shashiashvili, M. A. 1 Shiryaev, Al’bert Nikolaevich 1 Shkolnikov, Mykhaylo 1 Silva, Francisco J. 1 Simard, Clarence 1 Tian, Yingxu 1 Tikanadze, Luka 1 Torres, Soledad 1 Uribe Bravo, Gerónimo 1 Vanmaele, Michèle 1 Wang, Yongjin 1 Warren, Jon 1 Wu, HaiZhen 1 Xing, Hao 1 Xu, Yunxi 1 Yushkevich, Aleksandr Adol’fovich 1 Zhang, Haisen 1 Zhang, Yingying 1 Zimmer, Raphael 1 Žitković, Gordan all top 5 Cited in 35 Serials 12 Stochastic Processes and their Applications 5 Statistics & Probability Letters 4 Stochastics 3 Journal of Mathematical Analysis and Applications 3 The Annals of Applied Probability 3 Electronic Journal of Probability 3 Stochastics 2 The Annals of Probability 2 Journal of Applied Probability 2 Mathematics and Computers in Simulation 2 Stochastics and Dynamics 2 Transactions of A. Razmadze Mathematical Institute 1 Computers & Mathematics with Applications 1 Physica A 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications 1 Journal of Statistical Planning and Inference 1 Mathematische Nachrichten 1 Numerical Functional Analysis and Optimization 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research 1 Aequationes Mathematicae 1 SIAM Journal on Applied Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 ZOR. Zeitschrift für Operations Research 1 Stochastics and Stochastics Reports 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Central European Journal of Mathematics 1 Asia-Pacific Financial Markets 1 Mathematical Geosciences all top 5 Cited in 19 Fields 60 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 5 Operations research, mathematical programming (90-XX) 4 Ordinary differential equations (34-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Statistics (62-XX) 3 Partial differential equations (35-XX) 3 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year