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Prof. Dr. Omar Purtukhia |
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Prof. Dr. Omar Purtukhia |
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AFFILIATION
Andrea Razmadze Mathematical Institute
of I. Javakhishvili Tbilisi State University
6 Tamarashvili St., Tbilisi 0177
GEORGIA
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Tel.: |
+995 32 304786; +995 32 304781 (office) |
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+995 32 904633; +995 32 189346 (home) |
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+995 577 244511 (mobile) |
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E-mail: |
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PERSONAL DATA
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Birthdate: |
March 10, 1959 |
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Birthplace: |
Tsalenjikha, Georgia |
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Marital status: |
Married, have two children |
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Nationality: |
Georgian |
EDUCATION AND SCIENTIFIC DEGREES
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1975 - 1980 |
Student of I. Javakhishvili Tbilisi State University, Faculty of Mechanics and Mathematics |
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June, 1980 |
University Diploma in Mathematics (Diploma with honour), I. Javakhishvili Tbilisi State University |
| 1980 - 1984 | Post-graduate student, I. Javakhishvili Tbilisi State University and Lomonosov Moscow State University, Ph.D. studies |
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December, 1984 |
Candidate of Physical & Mathematical Sciences (Ph. D. in Mathematics), Lomonosov Moscow State University |
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1990 |
Certificate of Senior Research Associate, I. Javakhishvili Tbilisi State University |
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2000 |
Certificate of an Associate Professor (Docent), I. Javakhishvili Tbilisi State University |
LANGUAGES
Georgian
Russian
English
POSITIONS HELD AND ACADEMIC EXPERIENCE
| 1984 - 1985 | Senior Laboratory Assistant, Department of Probability Theory and Mathematical Statistics of A. Razmadze Mathematical Institute of the Georgian Academy of Sciences |
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1986 - 2000 |
Research Associate, Department of Probability Theory and Mathematical Statistics of A. Razmadze Mathematical Institute of the Georgian Academy of Sciences |
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1990 - 2000 |
Senior Research Associate, Educational/Scientific Laboratory of Stochastic Analysis and Statistical Decisions of I. Javakhishvili Tbilisi State University |
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2001 - 2006 |
Associate Professor (Docent), Faculty of Mechanics and Mathematics of I. Javakhishvili Tbilisi State University |
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2001 - |
Senior Research Associate, Department of Probability Theory and Mathematical Statistics of A. Razmadze Mathematical Institute of the Georgian Academy of Sciences |
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2006 - |
Associate Professor, Faculty of Exact and Natural Sciences of I. Javakhishvili Tbilisi State University |
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2006 - 2007 |
Director of Educational/Scientific Institute of Mathematics, Faculty of Exact and Natural Sciences of I. Javakhishvili Tbilisi State University |
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2009 - 2016 |
Senior Specialist at the Office of Academic Process Management and Scientific Researches, Faculty of Exact and Natural Sciences of I. Javakhishvili Tbilisi State University |
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2012 - |
Head of Department of Mathematics, Faculty of Exact and Natural Sciences of I. Javakhishvili Tbilisi State University |
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2017 - |
Chief Specialist at the Office of Academic Process Management, Faculty of Exact and Natural Sciences of I. Javakhishvili Tbilisi State University |
RESEARCH
INTERESTS
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.
MEMBERSHIP IN COUNCILS, COMMITTEES, AND ASSOCIATIONS
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2017 - |
Member of the Mathematical Dissertation Board of Georgian Technical University |
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2016 - 2017 |
Member of the Academic Council of I. Javakhishvili Tbilisi State University |
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2015 - |
Vice-president of the Georgian Statistical Association |
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2012 - |
Board member of the Georgian Mathematical Union |
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2011 - |
Board member of the Georgian Statistical Association |
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2010 - 2017 |
Accreditation Expert of the National Center for Educational Quality Enhancement of Georgia |
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1991 - |
Member of the Georgian Statistical Association (GSA) |
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1990 - |
Member of the Georgian Mathematical Union (GMU) |
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1986 - |
Member of the Bernoulli's International Society |
EDITORIAL ACTIVITIES
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2017 - |
Deputy Editor-in-Chief of the Scientific-Popular Journal "Mathematics", I. Javakhishvili Tbilisi State University |
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2016 - |
Member of the Editorial Board of the International Journal "Reports of Enlarged Session of the Seminar of I. Vekua Institute of Applied Mathematics" |
