First hitting times for general non-homogeneous 1d diffusion processes

Author: Davit Gogolashvili
supervisor: Malkhaz Shashiashvili
Keywords: Hitting times, killed processes, Fokker-Planck equation

Extended weak maximum principles on unbounded domains

Author: Tina Mgeladze
supervisor: Malkhaz Shashiashvili, Jemal Rogava
Keywords: weak maximum principle, unbounded domain, linear parabolic operator

investigation of convex-concavity of polygons compiled by randomly plotted dots on a plane

Author: Giorgi Khomeriki

On the Estimation of the Odds-Ratio Based on Kernel Estimates of the Regression Function

Author: Petre Babilua
Co-authors: Elizbar Nadaraya, Mzevinar Patsatsia
Keywords: odds-ratio, consistency, limit distribution, kernel estimate, uniform convergence

On the Walverton-Wagner Estimate of a Distribution Density

Author: Elizbar Nadaraya
Co-authors: Petre Babilua
Keywords: Distribution density, goodness-of-fit test, power, consistency, limit distribution

Integral representation of Wiener functional of a difference of arguments

Author: Omar Purtukhia
Keywords: Wiener functional, Clark-Ocone formula, Malliavin (stochastic) derivative, integral representation.

Local time of Brownian motion and the Tanaka formula

Author: Anano Basilaia
supervisor: Malkhaz Shashiashvili

Nonlinear Volterra Integral equation for the Early Exercise Boundary

Author: Malkhaz Shashiashvili
Co-authors: Besarion Dochviri, Giorgi Lominashvili
Keywords: Volterra Integral Equation, The Early Exercise Boundary for the American Option

Recovery of a quantile function via moments

Author: Aleksandre Sborshchikovi

On One Probabilistic Model of a Biochemical Reaction

Author: Besarion Dochviri
Co-authors: Jaoshvili V., Khechinashvili Z.
Keywords: Reaction, Reagent, Probabilistic model.