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Rafail Z. Khasminskii

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Journal Articles

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2012
[j8]
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Rafail Z. Khasminskii:
Stability of regime-switching stochastic differential equations. Probl. Inf. Transm. 48(3): 259-270 (2012)
2011
[j7]
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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)
2008
[j6]
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Rafail Z. Khasminskii:
Nonparametric estimation of signal amplitude in white Gaussian noise. Probl. Inf. Transm. 44(4): 315-320 (2008)
2006
[j5]
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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]
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Rafail Z. Khasminskii, Gang George Yin:
On Averaging Principles: An Asymptotic Expansion Approach. SIAM J. Math. Anal. 35(6): 1534-1560 (2004)
1998
[j3]
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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]
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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]
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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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