Persons: Purtukhiya, Omar Grishaevich

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Purtukhiya, Omar Grishaevich

Statistics Math-Net.Ru
Total publications:	4
Scientific articles:	4

Number of views:
This page:	146
Abstract pages:	1103
Full texts:	459
References:	194

Associate professor

Candidate of physico-mathematical sciences

Subject:

The Cauchy problem for second order stochastic parabolic equation. The filtering problem of multidimensional diffusion processes. Stochastic Differential equations. The stochastic anticipative and nonanticipative analysis. Malliavin Calculus. Martingale Representation Theorems. Stochastic Financial Mathematics. Hedging problem of European Options.

https://www.mathnet.ru/eng/person22245

List of publications on Google Scholar

List of publications on ZentralBlatt

https://mathscinet.ams.org/mathscinet/MRAuthorID/211831

	Publications in Math-Net.Ru	Citations
	2016
1.	O. A. Glonti, O. G. Purtukhiya, “On one integral representation of Brownian functional”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 158–164 ; Theory Probab. Appl., 61:1 (2017), 133–139	4
	2008
2.	V. Jaoshvili, O. G. Purtukhiya, “An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 349–353 ; Theory Probab. Appl., 53:2 (2009), 316–321	2
	1988
3.	O. G. Purtuhia, “On the Equation of Filtration for a Multidimensional Diffusion Process (Increasing Coefficients)”, Teor. Veroyatnost. i Primenen., 33:3 (1988), 616–621 ; Theory Probab. Appl., 33:3 (1988), 574–578
	1984
4.	O. G. Purtukhiya, “The renewal problem for degenerate diffusion processes (increasing coefficients)”, Uspekhi Mat. Nauk, 39:4(238) (1984), 177–178 ; Russian Math. Surveys, 39:4 (1984), 137–138	3

Organisations

Tbilisi Ivane Javakhishvili State University

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