Edit Profile (opens in new tab) Toronyadze, T. A. Co-Author Distance Author ID: toronyadze.t-a Published as: Toronjadze, T. A.; Toronyadze, T. A. Documents Indexed: 25 Publications since 1981 Co-Authors: 2 Co-Authors with 6 Joint Publications 15 Co-Co-Authors Co-Authors 5 single-authored 5 Lazrieva, N. L. 1 Chitashvili, Revaz Ya. 1 Mania, Michael 1 Shervashidze, Tengiz all top 5 Serials 8 Proceedings of A. Razmadze Mathematical Institute 3 Journal of Mathematical Sciences (New York) 3 Georgian Mathematical Journal 2 Stochastics 2 Stochastics and Stochastics Reports 1 Stochastics Fields 19 Probability theory and stochastic processes (60-XX) 18 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-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 9 times in 9 Documents Cited by ▼ Year ▼ 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 On one-dimensional stochastic differential equations with unit diffusion coefficient. Structure of solutions. Zbl 0454.60056 Chitashvili, R. J.; Toronjadze, T. A. 5 1981 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 Influence functionals for discrete time statistical models. Weakly contiguous alternatives. Zbl 0907.62041 Lazrieva, N.; Toronjadze, T. 1 1997 Optimal mean-variance robust hedging under asset price model misspecification. Zbl 0984.91045 Toronjadze, T. 1 2001 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 The Robbins-Monro type stochastic differential equations. II: Asymptotic behaviour of solutions. Zbl 1032.60054 Lazrieva, N.; Sharia, T.; Toronjadze, T. 5 2002 Optimal mean-variance robust hedging under asset price model misspecification. Zbl 0984.91045 Toronjadze, T. 1 2001 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 On one-dimensional stochastic differential equations with unit diffusion coefficient. Structure of solutions. Zbl 0454.60056 Chitashvili, R. J.; Toronjadze, T. A. 5 1981 all cited Publications top 5 cited Publications all top 5 Cited by 10 Authors 2 Chitashvili, Revaz Ya. 2 Mania, Michael 1 Azmy, E. 1 Engelbert, Hans-Jürgen 1 Flandoli, Franco 1 Klebaner, Fima C. 1 Maliukevičius, R. 1 Russo, Francesco 1 Schmidt, Wolfgang M. 1 Sharia, Teo all top 5 Cited in 8 Serials 2 Stochastics 1 The Annals of Probability 1 Mathematische Nachrichten 1 Acta Applicandae Mathematicae 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Statistical Inference for Stochastic Processes 1 Asia-Pacific Financial Markets all top 5 Cited in 6 Fields 6 Probability theory and stochastic processes (60-XX) 4 Statistics (62-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year