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Rafail Z. Khasminskii
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2010 – 2019
- 2012
- [j8]Rafail Z. Khasminskii:
Stability of regime-switching stochastic differential equations. Probl. Inf. Transm. 48(3): 259-270 (2012) - 2011
- [j7]Pao-Liu Chow, Rafail Z. Khasminskii:
Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. Probl. Inf. Transm. 47(3): 232 (2011)
2000 – 2009
- 2008
- [j6]Rafail Z. Khasminskii:
Nonparametric estimation of signal amplitude in white Gaussian noise. Probl. Inf. Transm. 44(4): 315-320 (2008) - 2006
- [j5]Pao-Liu Chow, Rafail Z. Khasminskii:
On-line estimation of smooth signals with partial observation. Probl. Inf. Transm. 42(4): 330-339 (2006) - 2004
- [j4]Rafail Z. Khasminskii, Gang George Yin:
On Averaging Principles: An Asymptotic Expansion Approach. SIAM J. Math. Anal. 35(6): 1534-1560 (2004)
1990 – 1999
- 1998
- [j3]Nikolai Moshchuk, Rafail Z. Khasminskii:
Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation. SIAM J. Appl. Math. 58(1): 245-256 (1998) - 1996
- [j2]Rafail Z. Khasminskii, Gang George Yin:
Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations. SIAM J. Appl. Math. 56(6): 1766-1793 (1996) - [j1]Rafail Z. Khasminskii, Gang George Yin:
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components. SIAM J. Appl. Math. 56(6): 1794-1819 (1996)
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