MARTINGALE IDEOLOGY IN THE THEORY OF CONTROLLED STOCHASTIC PROCESSES von Chitashvili, R. J.

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On the smooth fit boundary conditions in the optimal stopping problem for semimertingales von Chitashvili, R. J.

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Stochastic maximum principle in the problem of optimal absolutely continuous change of measure von Chitashvili, R. J.

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A martingale approach to partially observable controlled stochastic systems von Chitashvili, R. J.

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Line integrals; stable spaces of martingales; compactization problems in optimal control von Chitashvili, R. J., Mania, M. G.

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Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems von Chitashvili, R. J., Mania, M. G.

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Optimal locally absolutely continuous change of measure. finite set of decisions. part i von Chitashvili, R. J., Mania, M. G.

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Strong Solutions of Stochastic Differential Equations with Boundary Conditions von Chitashvili, R.J, Lazrieva, N.L

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Optimal locally absolutely continuous change of measure. Finite set of decisions. II: Optimization problems von CHITASHVILI, R. J, MANIA, M. G

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Optimal locally absolutely continuous change of measure. Finite set of decisions. I von CHITASHVILI, R. J, MANIA, M. G

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On one-dimensional stochastic differential equations with unit diffusion coefficient. structure of solutions von Chitashvili, R. J., Toronjadze, T. A.

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