Rafail Z. Khasminskii

On Averaging Principles: An Asymptotic Expansion Approach

Rafail Z. Khasminskii, Gang George Yin, R. Khasminskii, 2004, SIAM J. Math. Anal..

Method of Lyapunov functions for analysis of absorption and explosion in Markov chains

Rafail Z. Khasminskii, Pao-Liu Chow, R. Khasminskii, 2011, Probl. Inf. Transm..

Stability of regime-switching stochastic differential equations

Rafail Z. Khasminskii, R. Khasminskii, 2012, Probl. Inf. Transm..

Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations

Rafail Z. Khasminskii, Gang George Yin, R. Khasminskii, 1996, SIAM J. Appl. Math..

Nonparametric estimation of signal amplitude in white Gaussian noise

Rafail Z. Khasminskii, 2008, Probl. Inf. Transm..

On-line estimation of smooth signals with partial observation

Rafail Z. Khasminskii, Pao-Liu Chow, 2006, Probl. Inf. Transm..