Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Purtukhiya, Omar Grishaevich

Statistics
Total publications: 5
Scientific articles: 5
Presentations: 1

Number of views:
This page:1
Abstract pages:44
Full texts:26
References:1
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
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  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 61:1 (2017), 133–139  isi  scopus 5
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  mathnet  zmath; Theory Probab. Appl., 53:2 (2009), 316–321  isi  scopus 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:3 (1988), 574–578  isi
1984
4. O. G. Purtukhiya, “The renewal problem for degenerate diffusion processes (increasing coefficients)”, Uspekhi Mat. Nauk, 39:4(238) (1984),  177–178  mathnet  mathscinet  zmath; Russian Math. Surveys, 39:4 (1984), 137–138  isi 3

Presentations in Math-Net.Ru
1. Opening the conference
N. E. Kordzakhia, O. G. Purtukhiya
International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
December 9, 2024 10:00

Organisations
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025