R. Khasminskii

发表

Stochastic Stability of Differential Equations

R. Khasminskii, 1980 .

A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric

R. Khasminskii, 1979 .

ON THE REPLICATOR DYNAMICS BEHAVIOR UNDER STRATONOVICH TYPE RANDOM PERTURBATIONS

R. Khasminskii, N. Potsepun, 2006 .

Stability of Stochastic Differential Equations

R. Khasminskii, 2012 .

Asymptotic Behavior of Parabolic Equations Arising from One-Dimensional Null-Recurrent Diffusions

G. Yin, R. Khasminskii, 2000 .

Asymptotic Expansions of Solutions of Integro- Differential Equations for Transition Densities of Singularly Perturbed Switching Diffusions: Rapid Switchings

G. Yin, R. Khasminskii, A. Il'in, 1999 .

Stability of regime-switching diffusions

G. Yin, R. Khasminskii, Chao Zhu, 2007 .

Long term behavior of solutions of the Lotka-Volterra system under small random perturbations

R. Khasminskii, F. Klebaner, 2001 .

On parameter estimation of hidden telegraph process

R. Khasminskii, Y. Kutoyants, 2015, Bernoulli.

Statistical approach to some ill-posed problems for linear partial differential equations

R. Khasminskii, P. Chow, Rafail Khasminskii, 1999 .

Statistical Approach to Dynamical Inverse Problems

R. Khasminskii, P. Chow, 1997 .

Boundedness in Probability and Stability of Stochastic Processes Defined by Differential Equations

R. Khasminskii, 2012 .

Asymptotic Properties of Solutions of Parabolic Equations Arising from Transient Diffusions

G. Yin, R. Khasminskii, A. Il'in, 2002 .

Almost sure explosion of solutions to stochastic differential equations

R. Khasminskii, P. Chow, 2014 .

Some estimation problems in infinite dimensional Gaussian white noise

I. Ibragimov, R. Khasminskii, 1994, Proceedings of 1994 Workshop on Information Theory and Statistics.

On averaging principle for diffusion processes with null-recurrent fast component

R. Khasminskii, N. Krylov, 2001 .

On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients

R. Khasminskii, N. Krylov, 2022, Statistical Inference for Stochastic Processes.

Some Procedures for State Estimation of a Hidden Markov Chain with Two States

R. Khasminskii, B. Lazareva, R. Khasminskii, 1994 .

On estimation of time dependent spatial signal in Gaussian white noise

R. Khasminskii, P. Chow, R. Liptser, 2001 .

Tracking of signal and its derivatives in Gaussian white noise

R. Khasminskii, P. Chow, R. Liptser, 1997 .

Limit behavior of two-time-scale diffusions revisited

George Yin, G. Yin, R. Khasminskii, 2005 .

On Averaging Principles: An Asymptotic Expansion Approach

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

On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components

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

Ergodic Properties of Solutions of Stochastic Equations

R. Khasminskii, 2012 .

Markov Processes and Stochastic Differential Equations

R. Khasminskii, 2012 .

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..

On-line nonparametric estimation

R. Khasminskii, 2004 .

Online Estimation of a Smooth Regression Function

R. Khasminskii, R. Liptser, 2003 .

Kalman-Type Filters Approach for Some Nonparametric Estimation Problems

R. Khasminskii, 2002 .

Estimation of parameters of linear homogeneous stochastic differential equations

R. Khasminskii, A. Jankunas, 1997 .

Singularly Perturbed Switching Diffusions: Rapid Switchings and Fast Diffusions

R. Z. Khasminskii, G. Yin, R. Khasminskii, 1999 .

Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations

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

On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients

R. Z. Khasminskii, N. V. Krylov, R. Khasminskii, 2021, Stochastics and Partial Differential Equations: Analysis and Computations.

Asymptotic Properties of Parabolic Systems for Null-Recurrent Switching Diffusions

George Yin, R. Z. Khasminskii, Chao Zhu, 2007 .

Stationary solutions of nonlinear stochastic evolution equations

R. Khasminskii, P. Chow, 1997 .

A statistical approach to the Cauchy problem for the Laplace equation

G. Golubev, R. Khasminskii, 2001 .

Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation

N. Moshchuk, R. Khasminskii, R. Khasminskii, 1998, SIAM J. Appl. Math..

Systems of Linear Stochastic Equations

R. Khasminskii, 2012 .

Asymptotic expansion of ship capsizing in random sea waves. I: First-order approximation

Nikolai K. Moshchuk, Raouf A. Ibrahim, P. L. Chow, 1995 .

Two Examples of Parameter Estimation for Stochastic Partial Differential Equations

R. Khasminskii, B. Rozovskii, M. Hübner, 1993 .

ALMOST-SURE EXPLOSIVE SOLUTIONS OF SOME NONLINEAR PARABOLIC IT ^ O EQUATIONS

R. Khasminskii, P. Chow, 2015 .

Some Special Problems in the Theory of Stability of SDE’s

R. Khasminskii, 2012 .

Stabilization of Controlled Stochastic Systems

R. Khasminskii, 2012 .

Stability of regime-switching stochastic differential equations

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

On the Stability of Solutions of Stochastic Evolution Equations

R. Khasminskii, V. Mandrekar, 1994 .

STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS

R. Khasminskii, G. Milstein, 2004 .