On the Limit Distribution of the Integral Square Deviation of a Nonparametric Estimator of the Bernoulli Regression Function for Two Samples

Author: Elizbar Nadaraya
Co-authors: Petre Babilua

On the Limit Distribution of the Integral Square Deviation of a Nonparametric Estimator of the Bernoulli Regression Function

Author: Petre Babilua
Co-authors: Elizbar Nadaraya

On the optimal stopping with incomplete data

Author: Zaza Khechinashvili

On the martingal representation of Weiner's integral functional

Author: Sandro Davadze
supervisor: Prof. Omar Purtukhia
Keywords: Conditional mathematical expectation, Ito's stochastic integral, Clark's Theorem, Clark-Ocone Formula.

SUM THE ODDS TO ONE AND STOP

Author: Tina Mgeladze
supervisor: Malkhaz Shashiashvili
Keywords: optimal, stopping, rule, odds-theorem

non-parametric estimate of log concave densities

Author: Ekaterine Namgalauri
supervisor: Assoc.professor Malkhaz Shashiashvili

Cauchy functional equation and and its martingale methods of solving

Author: Luka Tikanadze

On some problems of stochastic financial mathematics

Author: Besarion Dochviri

On the stochastic derivative of the Poisson functional

Author: Omar Purtukhia
Keywords: Poisson functional, Stochastic (Malliavin) derivative, Clark representation, Clark- Haussmann-Ocone representation.

Representation of the Snell envelope as the future supremum process

Author: Malkhaz Shashiashvili