Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Omar Purtukhia"'
Autor:
Ekaterine Namgalauri, Omar Purtukhia
Publikováno v:
Georgian Mathematical Journal. 30:417-424
In this paper, we study the question of representing one class of Brownian functionals as a stochastic Itô integral with an explicit form of the integrand. The considered class of functionals also includes functionals that are not smooth in the sens
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58771365a92ae1b49f11f2293b67ec09
https://doi.org/10.1515/gmj-2023-2001
https://doi.org/10.1515/gmj-2023-2001
Autor:
Omar Purtukhia, Zurab Zerakidze
Publikováno v:
Georgian Mathematical Journal. 28:787-791
In this paper, we define consistent criteria for hypotheses testing, such that the probability of any kind of error is zero for a given criterion. The necessary and sufficient conditions for the existence of such criteria are given.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02410adbc121cbd7ee39bdc7cb7bb116
https://doi.org/10.1515/gmj-2020-2086
https://doi.org/10.1515/gmj-2020-2086
Autor:
Omar Purtukhia, Badri Mamporia
Publikováno v:
Transactions of A. Razmadze Mathematical Institute, Vol 172, Iss 3, Pp 420-428 (2018)
In development of stochastic analysis in a Banach space one of the main problem is to establish the existence of the stochastic integral from predictable Banach space valued (operator valued) random process. In the problem of representation of the Wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1991e1fcbc647f3536a469eaed340c3
http://www.sciencedirect.com/science/article/pii/S2346809218301041
http://www.sciencedirect.com/science/article/pii/S2346809218301041
Autor:
Zurab Zerakidze, Omar Purtukhia
Publikováno v:
Applications of Mathematics and Informatics in Natural Sciences and Engineering ISBN: 9783030563554
In this work, we define objective and subjective consistent criteria for hypotheses testing. Sufficient conditions for the existence of such criteria are given in the case of Borel probability measures. At the same time, we construct the subjective c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38d4de28a99ca003917708b0b1df1560
https://doi.org/10.1007/978-3-030-56356-1_14
https://doi.org/10.1007/978-3-030-56356-1_14
Autor:
Omar Purtukhia, Vakhtang Jaoshvili
Publikováno v:
2012 IV International Conference "Problems of Cybernetics and Informatics" (PCI).
The Sobolev type Hilbert spaces for normal martingale is defined and stochastic derivative of Poisson functionals are introduced. The Sobolev-Poincare and logarithmic Sobolev type inequalities are proved for random variables from this spaces.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fee588e7d84db8e2b31995a6c95ba471
https://doi.org/10.1109/icpci.2012.6486411
https://doi.org/10.1109/icpci.2012.6486411