| Publication | Date of Publication | Type |
|---|
Stochastic integral representation of functionals of Wiener processes
Bulletin of the Georgian Academy of Sciences | 2026-05-21 | Paper |
Stochastic integral representation of functionals of Poisson processes. I
Bulletin of the Georgian Academy of Sciences | 2026-05-21 | Paper |
Stochastic integral representation of functionals of Poisson processes. II
Bulletin of the Georgian Academy of Sciences | 2026-05-21 | Paper |
Constructive martingale representation of non-smooth exponential path-dependent Brownian functionals
Transactions of A. Razmadze Mathematical Institute | 2026-04-29 | Paper |
Evaluations of European options and stop-loss premiums via the Laplace transform inversion
Journal of Inverse and Ill-Posed Problems | 2026-04-02 | Paper |
| Approximations for estimating some options using the inverse of the Laplace transform | 2025-08-07 | Paper |
Explicit stochastic integral representation of path-dependent Brownian functionals
Bulletin of the Georgian National Academy of Sciences. New Series | 2025-05-12 | Paper |
Enhancing tail risk measurement: a practical approach to managing model risk of tail risk
Bulletin of TICMI | 2025-01-08 | Paper |
Constructive stochastic integral representation of some path-dependent Brownian functional
Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics | 2025-01-06 | Paper |
On martingale representations of non-smooth Brownian functionals
Journal of Mathematical Sciences (New York) | 2024-07-29 | Paper |
Nonlinear filtering problem and martingale representation
Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics | 2024-04-26 | Paper |
| scientific article; zbMATH DE number 7782818 (Why is no real title available?) | 2024-01-02 | Paper |
| Consistent hypothesis testing criteria in the Banach space of measures for Haar statistical structures | 2024-01-02 | Paper |
| scientific article; zbMATH DE number 7782823 (Why is no real title available?) | 2024-01-02 | Paper |
| scientific article; zbMATH DE number 7739497 (Why is no real title available?) | 2023-09-18 | Paper |
On the stochastic integral representation of Brownian functionals
Georgian Mathematical Journal | 2023-07-06 | Paper |
| Stochastic integral representation of past-dependent non-smooth Brownian functionals | 2022-11-03 | Paper |
| scientific article; zbMATH DE number 7564017 (Why is no real title available?) | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7564035 (Why is no real title available?) | 2022-07-26 | Paper |
| Stochastic integral representation of path-dependent non-smooth Brownian functionals | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7563987 (Why is no real title available?) | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7563979 (Why is no real title available?) | 2022-07-26 | Paper |
| Banach space valued functionals of the one dimensional Wiener process | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7475437 (Why is no real title available?) | 2022-02-16 | Paper |
| scientific article; zbMATH DE number 7475437 (Why is no real title available?) | 2022-02-16 | Paper |
The consistent criteria for hypotheses testing
Georgian Mathematical Journal | 2021-10-04 | Paper |
| Objective and subjective consistent criteria for hypotheses testing | 2021-08-30 | Paper |
| On consistent criteria of hypotheses testing for non-separable complete metric space | 2021-08-03 | Paper |
| Banach space valued functionals of the Wiener process | 2021-01-25 | Paper |
| Stochastic derivative of Poisson polynomial functionals and its application | 2021-01-12 | Paper |
On functionals of the Wiener process in a Banach space
Transactions of A. Razmadze Mathematical Institute | 2019-08-08 | Paper |
| Hedging of the European option of the exotic type with a nonsmooth payoff function | 2018-09-17 | Paper |
| Stochastic integral representation of one stochastically non-smooth Wiener functional | 2017-04-26 | Paper |
| Stochastic integral representation of one nonsmooth Brownian functional | 2017-02-16 | Paper |
Hedging of European option of integral type
Bulletin of the Georgian National Academy of Sciences. New Series | 2016-06-24 | Paper |
| scientific article; zbMATH DE number 6324507 (Why is no real title available?) | 2014-08-04 | Paper |
| Clark's representation of Wiener functionals and hedging of the barrier option | 2014-08-04 | Paper |
The Stein's identity and Poisson functionals
Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics | 2014-01-03 | Paper |
| Stochastic integral representation of multidimensional polynomial Poisson functionals | 2010-01-07 | Paper |
