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Chitashvili, Revaz Ya. (b. 1942 d. 1995)

Author ID: chitashvili.revaz Recent zbMATH articles by "Chitashvili, Revaz Ya."
Published as: Chitashvili, R. Ya.; Chitashvili, R. J.; Chitashvili, R.; Chitashvili, R. Yu.; Chitashvili, Revaz
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

Publications by Year

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
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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

Citations by Year