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Nanuli Lazrieva
Observed names:
N. L. Lazrieva,
N. Lazrieva,
N.L Lazrieva,
ლაზრიევა, ნანული
Institutions:
Tbilisi State University,
Georgian American University
Observed institutions:
Tbilisi State University,
Lomonosov Moscow State University,
Georgian National Academy of Sciences,
Georgian American University
OpenAlex ID:
A5089363487
Strong Solutions of Stochastic Differential Equations with Boundary Conditions
1981
·
R.J Chitashvili
, N.L Lazrieva
·
Stochastics
·
39
The robbins-monro type stochastic differential equations. I. convergence of solutions
1997
·
N. Lazrieva
, T. Sharia
, et al.
·
Stochastics and stochastics reports
·
14
The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions
2003
·
N. Lazrieva
, T. Sharia
, et al.
·
Stochastics and stochastics reports
·
12
Semimartingale stochastic approximation procedure and recursive estimation
2008
·
N. Lazrieva
, T. Sharia
, et al.
·
Journal of Mathematical Sciences
·
11
PDF
Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation
2006
·
N. L. Lazrieva
, T. A. Toronjadze
·
Springer eBooks
·
9
A Bayesian-martingale approach to the general disorder problem
2006
·
T. Kavtaradze
, N. Lazrieva
, et al.
·
Stochastic Processes and their Applications
·
7
PDF
Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
2016
·
Nanuli Lazrieva
, Temur Toronjadze
·
Transactions of A Razmadze Mathematical Institute
·
4
PDF
Optimal robust mean-variance hedging in incomplete financial markets
2008
·
N. Lazrieva
, T. Toronjadze
·
Journal of Mathematical Sciences
·
4
PDF
Asymptotic theory of M-estimators in general statistical models. Part I: On asymptotic behaviour of estimators under model disturbance
1990
·
R.J. Chitashvili
, N. Lazrieva
, et al.
·
Data Archiving and Networked Services (DANS)
·
3
The Robbins-Monro type stochastic differential equations. III. Polyak's averaging
2010
·
N. Lazrieva
, T. Toronjadze
·
Stochastics
·
2
On Stable M-Estimators in the Partial Likelihood Scheme
1991
·
N. L. Lazrieva
, T. A. Toronjadze
·
De Gruyter eBooks
·
2
Asymptotic theory of M-estimators in general statistical models: Part II: On asymptotic behaviour of estimators in the presence of nuisance parameters
1990
·
R.J. Chitashvili
, N. Lazrieva
, et al.
·
Data Archiving and Networked Services (DANS)
·
1
Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets
2013
·
N. Lazrieva
, T. Toronjadze
·
RePEc: Research Papers in Economics
Recursive parameter estimation in the trend coefficient of a diffusion process
2010
·
Nanuli Lazrieva
, Teimuraz Toronjadze
·
Georgian Mathematical Journal
On the weak convergence of controlled semi-martingales
2005
·
N. L. Lazrieva
·
Springer eBooks
General 𝑀-Estimators in the Presence of Nuisance Parameters. Skew Projection Technique
2003
·
N. Lazrieva
, T. Toronjadze
·
Georgian Mathematical Journal
The Robbins-Monro type SDE and recursive estimation
1999
·
N. Lazrieva
, T. Toronjadze
·
De Gruyter eBooks
The Robbins-monro Type Sde and Recursive Estimation
1999
·
N. Lazrieva
, T. Toronjadze
·
De Gruyter eBooks
Joint asymptotic distribution of the maximum likelihood estimator and M-estimator
1988
·
N. L. Lazrieva
, T. A. Toronjadze
·
Lecture notes in mathematics
Solutions of the wald ? Bellman equation
1974
·
N. L. Lazrieva
·
Lithuanian Mathematical Journal
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Works count:
23
Citation count:
108
H-index:
6
I10-index:
4
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