Malkhaz Shashiashvili is a Professor in Probability and Statistics at the Kutaisi International University starting from April 2020. He graduated from the Faculty of Mechanics and Mathematics at Tbilisi State University in 1974. He received Ph.D. in mathematics from Vilnius State University in 1980 and degree of Doctor of Science in Physics and Mathematics from Ivane Javakhishvili Tbilisi State University in 1995.
Prof. Shashiashvili participated in DAAD Academic Exchange Program in November 1995 and in November-December 1999 as the Guest Professor at the Institute For Stochastics, Faculty of Mathematics and Informatics, Fr. Schiller University of Jena, Jena, Germany.
He was granted CNR-NATO outreach Fellowship as the Visiting Professor at the University of Pisa to carry out a research program at Dipartimento di Matematica Leonida Tonelli, Italy, from February until August, 2002.
Prof. Shashiashvili is a member of the Georgian Statistical Association and he has actively participated in the organizing committees of several International Conferences in Probability and Statistics held in Tbilisi.
He worked for a long period, starting from 1980, at the Faculty of Mechanics and Mathematics (chair of probability theory and mathematical statistics) as a lecturer and research scientist at the beginning of his career and afterwards as a professor in probability and statistics. At the same time he worked at Andrea Razmadze Mathematical Institute as a senior research scientist.
Prof. Shashiashvili served as a foreign professor hired under foreign faculty hiring program at the Abdus Salam School of Mathematical Sciences, GCU, Lahore, Pakistan from September 2005 until September 2012.
Prof. Shashiashvili’s research interests are concentrated on stochastic analysis, statistics, financial mathematics and partial differential equations including the stochastic variational inequalities and the theory of Snell envelopes, Skorokhod problem and the reflected diffusion processes in a polyhedral domain, nonparametric statistics and the Grenander estimator, valuation and hedging of American options and the weighted reverse Poincare inequalities for the subsolutions of partial differential equations. Current research interest consists in computation of the gradient of the analytically unknown real-valued semi-convex function of several variables with possible applications to the real-world problems.
