Rafail Z. Khasminskii

Publication Activity (10 Years)

Years Active: 1996-2012
Publications (10 Years): 0

Top Topics

Stochastic Differential Equations

Maximum A Posteriori Estimation

Top Venues

Probl. Inf. Transm.

Publications

Rafail Z. Khasminskii
Stability of regime-switching stochastic differential equations. Probl. Inf. Transm. 48 (3) (2012)
Pao-Liu Chow, Rafail Z. Khasminskii
Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. Probl. Inf. Transm. 47 (3) (2011)
Rafail Z. Khasminskii
Nonparametric estimation of signal amplitude in white Gaussian noise. Probl. Inf. Transm. 44 (4) (2008)
Pao-Liu Chow, Rafail Z. Khasminskii
On-line estimation of smooth signals with partial observation. Probl. Inf. Transm. 42 (4) (2006)
Rafail Z. Khasminskii, Gang George Yin
On Averaging Principles: An Asymptotic Expansion Approach. SIAM J. Math. Anal. 35 (6) (2004)
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) (1998)
Rafail Z. Khasminskii, Gang George Yin
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components. SIAM J. Appl. Math. 56 (6) (1996)
Rafail Z. Khasminskii, Gang George Yin
Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations. SIAM J. Appl. Math. 56 (6) (1996)