Valeriane Jokhadze

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Explicit stochastic integral representation of path-dependent Brownian functionals
Bulletin of the Georgian National Academy of Sciences. New Series
2025-05-12Paper
Enhancing tail risk measurement: a practical approach to managing model risk of tail risk
Bulletin of TICMI
2025-01-08Paper
On martingale representations of non-smooth Brownian functionals
Journal of Mathematical Sciences (New York)
2024-07-29Paper
Nonlinear filtering problem and martingale representation
Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics
2024-04-26Paper


Research outcomes over time


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