Edit Profile (opens in new tab) Lazrieva, N. L. Co-Author Distance Author ID: lazrieva.n-l Published as: Lazrieva, N. L.; Lazrieva, N. Documents Indexed: 32 Publications since 1969 1 Contribution as Editor Co-Authors: 7 Co-Authors with 15 Joint Publications 68 Co-Co-Authors all top 5 Co-Authors 6 single-authored 5 Chitashvili, Revaz Ya. 4 Torondzhadze, T. A. 3 Mania, Michael 3 Toronyadze, T. A. 2 Kavtaradze, T. 2 Shervashidze, Tengiz 1 Muliere, Pietro all top 5 Serials 7 Proceedings of A. Razmadze Mathematical Institute 5 Soobshcheniya Akademii Nauk Gruzinskoĭ SSR 2 Stochastics and Stochastics Reports 2 Journal of Mathematical Sciences (New York) 1 Stochastics 1 Litovskiĭ Matematicheskiĭ Sbornik 1 Stochastic Processes and their Applications 1 Georgian Mathematical Journal 1 Stochastics 1 Lithuanian Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR all top 5 Fields 23 Probability theory and stochastic processes (60-XX) 22 Statistics (62-XX) 1 History and biography (01-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 26 times in 26 Documents Cited by ▼ Year ▼ Strong solutions of stochastic differential equations with boundary conditions. Zbl 0479.60062 Chitashvili, R. J.; Lazrieva, N. L. 20 1981 The Robbins-Monro type stochastic differential equations. I: Convergence of solutions. Zbl 0885.60048 Lazrieva, N.; Sharia, T.; Toronjadze, T. 7 1997 Semimartingale stochastic approximation procedure and recursive estimation. Zbl 1393.60045 Lazrieva, N.; Sharia, T.; Toronjadze, T. 7 2008 The Robbins-Monro type stochastic differential equations. II: Asymptotic behaviour of solutions. Zbl 1032.60054 Lazrieva, N.; Sharia, T.; Toronjadze, T. 5 2002 Ito-Ventzel’s formula for semimartingales, asymptotic properties of MLE and recursive estimation. Zbl 0645.62038 Lazrieva, N. L.; Toronjadze, T. A. 3 1987 Asymptotic properties of the maximum likelihood estimator, Ito-Ventzel’s formula for semimartingales and its application to the recursive estimation in a general scheme of statistical models. Zbl 0669.62011 Lazrieva, N. L.; Toronjadze, T. A. 1 1987 On stable M-estimators in the partial likelihood scheme. Zbl 0801.62028 Lazrieva, N. L.; Toronjadze, T. A. 1 1991 A Bayesian-martingale approach to the general disorder problem. Zbl 1121.60045 Kavtaradze, T.; Lazrieva, N.; Mania, M.; Muliere, P. 1 2007 Influence functionals for discrete time statistical models. Weakly contiguous alternatives. Zbl 0907.62041 Lazrieva, N.; Toronjadze, T. 1 1997 Robust estimators in statistical models associated with semimartingales. Zbl 0938.62030 Lazrieva, N.; Toronjadze, T. 1 1998 The Polyak weighted averaging procedure for Robbins-Monro type SDE. Zbl 0995.60061 Lazrieva, N.; Toronjadze, T. 1 2000 Optimal robust mean-variance hedging in incomplete financial markets. Zbl 1422.91654 Lazrieva, N.; Toronjadze, T. 1 2008 The Robbins-Monro type stochastic differential equations. III: Polyak’s averaging. Zbl 1328.62501 Lazrieva, N.; Toronjadze, T. 1 2010 The Robbins-Monro type stochastic differential equations. III: Polyak’s averaging. Zbl 1328.62501 Lazrieva, N.; Toronjadze, T. 1 2010 Semimartingale stochastic approximation procedure and recursive estimation. Zbl 1393.60045 Lazrieva, N.; Sharia, T.; Toronjadze, T. 7 2008 Optimal robust mean-variance hedging in incomplete financial markets. Zbl 1422.91654 Lazrieva, N.; Toronjadze, T. 1 2008 A Bayesian-martingale approach to the general disorder problem. Zbl 1121.60045 Kavtaradze, T.; Lazrieva, N.; Mania, M.; Muliere, P. 1 2007 The Robbins-Monro type stochastic differential equations. II: Asymptotic behaviour of solutions. Zbl 1032.60054 Lazrieva, N.; Sharia, T.; Toronjadze, T. 5 2002 The Polyak weighted averaging procedure for Robbins-Monro type SDE. Zbl 0995.60061 Lazrieva, N.; Toronjadze, T. 1 2000 Robust estimators in statistical models associated with semimartingales. Zbl 0938.62030 Lazrieva, N.; Toronjadze, T. 1 1998 The Robbins-Monro type stochastic differential equations. I: Convergence of solutions. Zbl 0885.60048 Lazrieva, N.; Sharia, T.; Toronjadze, T. 7 1997 Influence functionals for discrete time statistical models. Weakly contiguous alternatives. Zbl 0907.62041 Lazrieva, N.; Toronjadze, T. 1 1997 On stable M-estimators in the partial likelihood scheme. Zbl 0801.62028 Lazrieva, N. L.; Toronjadze, T. A. 1 1991 Ito-Ventzel’s formula for semimartingales, asymptotic properties of MLE and recursive estimation. Zbl 0645.62038 Lazrieva, N. L.; Toronjadze, T. A. 3 1987 Asymptotic properties of the maximum likelihood estimator, Ito-Ventzel’s formula for semimartingales and its application to the recursive estimation in a general scheme of statistical models. Zbl 0669.62011 Lazrieva, N. L.; Toronjadze, T. A. 1 1987 Strong solutions of stochastic differential equations with boundary conditions. Zbl 0479.60062 Chitashvili, R. J.; Lazrieva, N. L. 20 1981 all cited Publications top 5 cited Publications all top 5 Cited by 26 Authors 9 Słomiński, Leszek 3 Falkowski, Adrian 2 Wojciechowski, Tomasz 1 Aliev, A. F. 1 Burdzy, Krzysztof 1 Ding, Deng 1 Feng, Liming 1 Fernholz, Erhard Robert 1 Ichiba, Tomoyuki 1 Jiang, Pingping 1 Kang, Weining 1 Karachanskaya (Chalykh), Elena V. 1 Karatzas, Ioannis 1 Kinkladze, G. N. 1 Lépingle, Dominique 1 Maliukevičius, R. 1 Maticiuc, Lucian 1 Pettersson, Roger 1 Ramanan, Kavita 1 Rotenstein, Eduard-Paul 1 Semrau-Giłka, Alina 1 Sharia, Teo 1 Shashiashvili, M. A. 1 Wang, Yongjin 1 Zhang, Haisen 1 Zhang, Yingying all top 5 Cited in 16 Serials 9 Stochastic Processes and their Applications 2 Stochastics 2 Mathematics and Computers in Simulation 1 Computers & Mathematics with Applications 1 Physica A 1 Numerical Functional Analysis and Optimization 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Stochastics and Stochastics Reports 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Doklady Mathematics 1 Matematicheskie Trudy 1 Statistical Inference for Stochastic Processes 1 Central European Journal of Mathematics 1 Stochastics all top 5 Cited in 6 Fields 22 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 4 Statistics (62-XX) 1 Ordinary differential equations (34-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year