In the project are investigated the fundamental issues of mathematical statistics in particular kernel estimates and the fundamental issues of stochastic analysis. In particular, new type estimates are constructed for distribution density and regression function. The asymptotic properties of the constructed estimates are studied. The new tests are constructed for the hypothesis testing. The properties of the constructed hypotheses are studied, they compared with other known hypotheses. The possibilities of representing Brownian functionals through ito stochastic integrals under explicit constructs with explicit constructs are explored. Interesting examples illustrated by the results obtained are given.

Project members:

• Grigol Sokhadze (Principal Investigator)

• Omar Purtukhia (Coordinator)

• Elizbar Nadaraya (Key Personnel)