Edit Profile (opens in new tab) Khas’minskiĭ, Rafail Zalmanovich Compute Distance To: Compute Author ID: khasminskij.rafail-zalmanovich Published as: Has’minskii, R. Z.; Khas’minskiĭ, R. Z.; Khas’minskij, R. Z.; Khasminskii, R. Z.; Khasminskii, R.; Has’minskij, R. Z.; Khasminskii, Rafail Z.; Khas’minskii, R. Z.; Hasminskii, R. Z.; Khasminskii, Rafail; Khasminskij, R. Z.; Khas’minskij, Rafail Zalmanovich; Khas’minskii, Rafail Z.; Hasminskii, Rafail Z.; Chas’minskij, R. Z.; Hasminskii, Rafael; Hasminskii, Rafail; Has’minskiĭ, R. Z.; Has’minsky, R. Z.; Khaminskii, R. Z.; Khas’minskiĭ, R.; Khasminskij, R. Further Spellings: Хасьминский Рафаил Залманович External Links: MGP · Wikidata · Math-Net.Ru · dblp · GND Documents Indexed: 218 Publications since 1955, including 7 Books 1 Contribution as Editor · 4 Further Contributions Biographic References: 1 Publication Co-Authors: 64 Co-Authors with 159 Joint Publications 2,282 Co-Co-Authors all top 5 Co-Authors 52 single-authored 78 Ibragimov, Il’dar Abdullovich 14 Yin, Gang George 11 Chow, Pao-Liu 11 Nevel’son, Mihail Borisovic 7 Il’in, Arlen Mikhaĭlovich 5 Moshchuk, Nickolay K. 4 Lazareva, Betty V. 4 Liptser, Robert 3 Klebaner, Fima C. 3 Krylov, Nicolaĭ Vladimirovich 3 Milstein, Grigori N. 3 Sinaĭ, Yakov Grigor’evich 3 Zhang, Qing 2 Dobrushin, Roland L’vovich 2 Jankunas, Andrius 2 Nemirovski, Arkadi S. 2 Samarov, Alexander M. 2 Skorokhod, Anatoliĭ Volodymyrovych 2 Zhu, Chao 1 Arnold, Ludwig 1 Bakhvalov, Nikolai Sergeevich 1 Bassalygo, Leonid A. 1 Baxendale, Peter H. 1 Borovkov, Aleksandr Alekseevich 1 Burnashev, Marat V. 1 Chibisov, Dmitriĭ Mikhaĭlovich 1 Dodunekova, Rositsa D. 1 Gel’fand, Sergeĭ Izrail’evich 1 Goldstein, Larry 1 Hansen, Pierre 1 Hjort, Nils Lid 1 Kholevo, Aleksandr Semënovich 1 Hoppensteadt, Frank C. 1 Kolmanovskii, Vladimir Borisovich 1 Kutoyants, Yury A. 1 Kuznetsov, Nikolai Aleksandrovich 1 Lazarev, Vladimir A. 1 Lebedev, Vladimir Sergeevich 1 Levit, Boris Y. 1 Malyshev, Vadim Aleksandrovich 1 Mandrekar, Vidyadhar S. 1 Nussbaum, Michael 1 Ovseevich, Aleksandr Iosifovich 1 Ovseevich, Iosif Abramovich 1 Pastuchova, Yu. I. 1 Pastukhova, Yu. I. 1 Pirogov, Sergey A. 1 Potsepun, N. 1 Prelov, Vyacheslav V. 1 Prokhorov, Yuriĭ Vasil’evich 1 Rozovskii, Boris L. 1 Rybko, Aleksandr N. 1 Salehi, Habib 1 Sewat’yanov, B. A. 1 Sheverdyaev, A. Yu. 1 Shiryaev, Al’bert Nikolaevich 1 Shlosman, Senya B. 1 Silver, Ben 1 Statulevičius, Vytautas 1 Vershik, Anatoliĭ Moiseevich 1 Vvedenskaya, Nikita Dmitrievna 1 Yaglom, Akiva Moiseevich 1 Zabrodin, Anton V. 1 Zeitouni, Ofer 1 Zhizhina, Elena Anatol’evna 1 Zolotarëv, Vladimir Mikhaĭlovich 1 Zyablov, Victor V. all top 5 Serials 33 Theory of Probability and its Applications 16 Soviet Mathematics. Doklady 16 Problemy Peredachi Informatsii 15 Problems of Information Transmission 15 Teoriya Veroyatnosteĭ i eë Primeneniya 9 Journal of Soviet Mathematics 9 Stochastic Processes and their Applications 8 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova 6 PMM, Journal of Applied Mathematics and Mechanics 5 Stochastics and Dynamics 4 The Annals of Statistics 4 SIAM Journal on Applied Mathematics 3 Probability Theory and Related Fields 3 Mathematical Methods of Statistics 2 Russian Mathematical Surveys 2 Journal of Differential Equations 2 Acta Mathematicae Applicatae Sinica. English Series 2 Automation and Remote Control 2 Problems of Control and Information Theory 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 Doklady Akademii Nauk SSSR 1 International Journal of Non-Linear Mechanics 1 Izvestiya Vysshikh Uchebnykh Zavedeniĭ, Matematika 1 Journal of Mathematical Analysis and Applications 1 Journal of Sound and Vibration 1 Mathematical Notes 1 Matematicheskie Zametki 1 Vestnik Leningradskogo Universiteta. Matematika, Mekhanika, Astronomiya 1 Applied Mathematics and Optimization 1 Journal of Optimization Theory and Applications 1 Kybernetika 1 Matematicheskiĭ Sbornik. Novaya Seriya 1 Mathematische Operationsforschung und Statistik. Series Statistics 1 Quarterly of Applied Mathematics 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Journal of Classification 1 The Annals of Applied Probability 1 Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya 1 Mathematics of the USSR, Sbornik 1 SIAM Journal on Mathematical Analysis 1 Vestnik Leningrad University. Mathematics 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Bernoulli 1 Doklady Mathematics 1 Statistical Inference for Stochastic Processes 1 SORT. Statistics and Operations Research Transactions 1 Advances in Soviet Mathematics 1 Translations of Mathematical Monographs 1 Stochastic Modelling and Applied Probability 1 Applications of Mathematics 1 Monographs and Textbooks on Mechanics of Solids and Fluids, Mechanics: Analysis all top 5 Fields 122 Statistics (62-XX) 84 Probability theory and stochastic processes (60-XX) 27 Systems theory; control (93-XX) 17 Information and communication theory, circuits (94-XX) 15 Ordinary differential equations (34-XX) 15 Partial differential equations (35-XX) 4 Biology and other natural sciences (92-XX) 3 History and biography (01-XX) 3 Approximations and expansions (41-XX) 3 Numerical analysis (65-XX) 3 Computer science (68-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Fluid mechanics (76-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 140 Publications have been cited 2,181 times in 1,805 Documents Cited by ▼ Year ▼ Stability of regime-switching stochastic differential equations. Zbl 1259.60058Khasminskii, R. Z. 334 2012 Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson. 2nd completely revised and enlarged ed. Zbl 1241.60002Khasminskii, Rafail 126 2012 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 79 2007 On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002Has’minskij, R. Z. 70 1966 Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026Ibragimov, I. A.; Khas’minskij, R. Z. 65 1981 The average principle for stochastic Itô differential equations. Zbl 0231.60045Has’minskij, R. Z. 64 1968 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001Khas’minskiĭ, R. Z. 60 1961 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0093.14902Khas’minskiĭ, R. Z. 58 1960 On dissipativeness of random processes defined by differential equations. Zbl 0276.60059Has’minskii, R. Z. 57 1965 Stochastic stability of differential equations. Transl. by D. Louvish. Ed. by S. Swierczkowski. Zbl 0441.60060Khas’minskiĭ, R. Z. 56 1980 A problem of statistical estimation in Gaussian white noise. Zbl 0389.62024Ibragimov, I. A.; Has’minskii, R. Z. 55 1977 On density estimation in the view of Kolmogorov’s ideas in approximation theory. Zbl 0705.62039Hasminskii, Rafael; Ibragimov, Ildar 51 1990 Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. Zbl 1061.34513Khasminskii, R. Z.; Klebaner, F. C. 46 2001 Stability of systems of differential equations under random perturbations of their parameters. (Устойчивостьсистем дифференциальных уравнений при случайных возмущениях их параметров.) Zbl 0214.15903Khas’minskiĭ, R. Z. 42 1969 Lower bound for the risks of nonparametric estimates of the mode. Zbl 0419.62037Hasminskii, R. Z. 37 1979 Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014Khasminskii, R. Z.; Yin, G. 37 2005 Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701Khas’minskiĭ, R. Z. 37 1963 On averaging principles: An asymptotic expansion approach. Zbl 1072.34054Khasminskii, R. Z.; Yin, G. 35 2004 Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047Khasminskii, R. Z.; Yin, G.; Zhang, Q. 33 1996 On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501Khas’minskiĭ, R. Z. 31 1959 A limit theorem for the solutions of differential equations with random right-hand sides. Zbl 0202.48601Khas’minskiĭ, R. Z. 29 1966 On nonparametric estimation of the value of a linear functional in Gaussian white noise. Zbl 0575.62076Ibragimov, I. A.; Khas’minskij, R. Z. 25 1985 Asymptotically normal families of distributions and efficient estimation. Zbl 0760.62043Ibragimov, I. A.; Khas’minskii, R. Z. 25 1991 Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation. Zbl 0924.60036Khasminskii, R.; Moshchuk, N. 23 1998 On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076Khasminskii, R. Z.; Yin, G. 22 1996 Estimation of distribution density belonging to a class of entire functions. Zbl 0516.62043Ibragimov, I. A.; Khas’minskiĭ, R. Z. 21 1982 Stationary solutions of nonlinear stochastic evolution equations. Zbl 0899.60056Chow, Pao-Liu; Khasminskii, Rafail Z. 21 1997 On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061Ibragimov, I. A.; Khas’minskij, R. Z. 19 1984 Stochastic approximation and recursive estimation. Translated from the Russian by Israel Program for Scientific Translations. Translation edited by B. Silver. Zbl 0355.62075Nevel’son, M. B.; Has’minskii, R. Z. 19 1973 On averaging principle for diffusion processes with null-recurrent fast component. Zbl 1053.60060Khasminskii, R.; Krylov, N. 19 2001 Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings. Zbl 0933.45004Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 18 1999 On asymptotic efficiency in the presence of an infinite dimensional nuisance parameter. Zbl 0526.62028Hasminskii, R. Z.; Ibragimov, I. A. 17 1983 Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015Khasminskii, R. Z.; Yin, G. 17 1996 Some estimation problems in infinite dimensional Gaussian white noise. Zbl 0908.62083Ibragimov, I.; Khasminskii, R. 17 1997 Two examples of parameter estimation for stochastic partial differential equations. Zbl 0783.60058Hübner, M.; Khasminskii, R.; Rozovskii, B. L. 16 1993 On the stability of the trajectory of Markov processes. Zbl 0137.35806Has’minskij, R. Z. 16 1964 A lower bound on the risks of non-parametric estimates of densities in the uniform metric. Zbl 0449.62032Khas’minskiĭ, R. Z. 15 1979 Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058Khasminskii, R. Z.; Yin, G.; Zhang, Q. 15 1997 Asymptotically efficient nonparametric estimation of functionals of a spectral density function. Zbl 0595.62037Khas’minskij, R. Z.; Ibragimov, I. A. 14 1986 On the replicator dynamics behavior under Stratonovich type random perturbations. Zbl 1100.60030Khasminskii, R.; Potsepun, N. 14 2006 On robustness of some concepts in stability of stochastic differential equations. Zbl 0855.93090Khasminskii, Rafail 14 1996 Some problems on nonparametric estimation in Gaussian white noise. Zbl 0623.62028Ibragimov, I. A.; Nemirovskij, A. S.; Khas’minskij, R. Z. 13 1987 Asymptotic behavior of statistical estimators in the smooth case. I: Study of the likelihood ratio. Zbl 0273.62019Ibragimov, I. A.; Has’minskii, R. Z. 13 1972 Estimation of distribution density. Zbl 0507.62041Ibragimov, I. A.; Khas’minskij, R. Z. 12 1983 Bounds for the risks of non-parametric regression estimates. Zbl 0508.62036Ibragimov, I. A.; Khas’minskij, R. Z. 12 1982 On nonparametric regression estimation. Zbl 0516.62061Ibragimov, I. A.; Khas’minskiĭ, R. Z. 12 1980 Asymptotic behavior of some statistical estimators. II: Limit theorems for the a posteriori density and Bayes’ estimators. Zbl 0283.62038Ibragimov, I. A.; Has’minskii, R. Z. 12 1973 Minimum sum of diameters clustering. Zbl 0689.62042Hansen, P. 11 1987 Estimation of parameters of linear homogeneous stochastic differential equations. Zbl 0933.62099Jankunas, Andrius; Khasminskii, Rafail Z. 11 1998 Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023Khasminskii, R. Z.; Yin, G. 11 2000 Stability of a linear system with random disturbances of its parameters. Zbl 0153.20803Nevelson, M. B.; Khas’minskii, R. Z. 11 1966 On the estimation of an infinite-dimensional parameter in Gaussian white noise. Zbl 0389.62023Ibragimov, I. A.; Has’minskii, R. Z. 10 1977 Asymptotic theory of estimation. (Asimptoticheskaya teoriya otsenivaniya). Zbl 0467.62025Ibragimov, I. A.; Khas’minskij, R. Z. 10 1979 On the estimation of the distribution density. Zbl 0482.62025Ibragimov, I. A.; Khas’minskij, R. Z. 10 1980 On equations of Brownian motion. Zbl 0134.34303Il’in, A. M.; Has’minskij, R. Z. 10 1965 A statistical approach to some inverse problems for partial differential equations. Zbl 0947.35174Golubev, G. K.; Khas’minskij, R. Z. 8 1999 Local asymptotic normality for non-identically distributed observations. Zbl 0332.62012Ibragimov, I. A.; Has’minskii, R. Z. 8 1975 Diffusion processes and elliptic differential equations degenerating at the boundary of the domain. Zbl 0116.36302Khas’minskiĭ, R. Z. 8 1961 On parameter estimation of hidden telegraph process. Zbl 1414.62348Khasminskii, Rafail Z.; Kutoyants, Yury A. 7 2018 Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 7 1999 On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations. Zbl 0454.60042Ibragimov, I. A.; Khas’minskiĭ, R. Z. 7 1980 The behavior of a conservative system under the action of slight friction and slight random noise. Zbl 0142.23203Has’minskij, R. Z. 7 1964 On the stability of nonlinear stochastic systems. Zbl 0157.24603Khas’minskii, R. Z. 7 1966 A statistical approach to the Cauchy problem for the Laplace equation. Zbl 1373.62129Golubev, G.; Khasminskii, R. 6 2001 Sequential testing for several signals in Gaussian white noise. Zbl 0541.62064Golubev, G. K.; Khas’minskij, R. Z. 6 1984 Bounds for the risks of nonparametric estimates of regression. Zbl 0494.62042Ibragimov, I. A.; Khas’minskij, R. Z. 6 1982 Tracking of signals and its derivatives in Gaussian white noise. Zbl 0911.60041Chow, P.-L.; Khasminskii, R.; Liptser, R. 6 1997 An estimate of the density of a distribution belonging to a class of entire functions. Zbl 0495.62047Ibragimov, I. A.; Khas’minskiĭ, R. Z. 6 1982 Almost sure explosion of solutions to stochastic differential equations. Zbl 1284.60132Chow, Pao-Liu; Khasminskii, Rafail 5 2014 Uniform asymptotic expansions for pricing European options. Zbl 1087.60045Khasminskii, Rafail Z.; Yin, G. 5 2005 Stability index for nonlinear stochastic differential equations. Zbl 0827.93065Arnold, Ludwig; Khasminskii, Rafail Z. 5 1995 Convergence of moments of the Robbins-Monro procedure. Zbl 0335.62056Nevel’son, M. B.; Khas’minskiĭ, R. Z. 5 1973 On the estimation of parameters for linear stochastic differential equations. Zbl 0980.62090Khasminskii, R.; Krylov, N.; Moshchuk, N. 5 1999 On estimation of the linearized drift for nonlinear stochastic differential equations. Zbl 1064.62092Khasminskii, R.; Milstein, G. N. 5 2001 Limit distributions of some integral functionals for null-recurrent diffusions. Zbl 1047.60078Khasminskii, R. 5 2001 On some limit theorems for diffusion processes with small diffusion. Zbl 0209.49202Khas’minskiĭ, R. Z. 5 1962 Asymptotic expansion of ship capsizing in random sea waves. I: First-order approximation. II: Second-order approximation. Zbl 0886.76017Moshchuk, N. K.; Ibrahim, R. A.; Khasminskii, R. Z.; Chow, P. L. 4 1995 More on the estimation of distribution densities. Zbl 0528.62032Ibragimov, I. A.; Khas’minskij, R. Z. 4 1984 Some new results in the nonparametrical estimation of functionals. Zbl 0704.62040Hasminskii, Rafail; Ibragimov, Ildar 4 1988 On a lower bound for risks of non-parametric density estimates in the uniform metric. Zbl 0422.62031Khas’minskiĭ, R. Z. 4 1978 On the approximation of statistical estimators by sums of independent variables. Zbl 0303.62027Ibragimov, I. A.; Has’minskiĭ, R. Z. 4 1973 Asymptotic filtering for finite state Markov chains. Zbl 0870.62065Khasminskii, R.; Zeitouni, O. 4 1996 Statistical approach to some ill-posed problems for linear partial differential equations. Zbl 0983.62021Chow, Pao-Liu; Ibragimov, Ildar A.; Khasminskii, Rafail Z. 4 1999 Asymptotic behavior of solutions of parabolic equations and an ergodic property of nonhomogeneous diffusion processes. Zbl 0173.37802Il’in, A. M.; Has’minskij, R. Z. 4 1963 Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems. Zbl 0183.19403Has’minskij, R. Z. 4 1967 Stability in the first approximation for stochastic systems. Zbl 0259.60026Has’minskii, R. Z. 3 1967 Estimation problems for coefficients of stochastic partial differential equations. I. Zbl 0983.62051Ibragimov, I. A.; Khas’minskij, R. Z. 3 1998 On some filtration procedure for jump Markov process observed in white Gaussian noise. Zbl 0769.62072Khas’minskii, Rafail Z.; Lazareva, Betty V. 3 1992 On the information in a sample about a parameter. Zbl 0289.62010Ibragimov, I. A.; Has’minsky, R. Z. 3 1973 Estimation of parameter of discontinuous signal in white Gaussian noise. Zbl 0334.60019Ibragimov, I. A.; Has’minskii, R. Z. 3 1975 Estimation problems for coefficients of stochastic partial differential equations. II. Zbl 0983.62052Ibragimov, I. A.; Khas’minskii, R. Z. 3 1999 The behavior of self-oscillating system acted upon by slight noise. Zbl 0128.31902Has’minskij, R. Z. 3 1963 Über Diffusionsprozesse mit kleinem Parameter. Zbl 0168.36601Has’minskij, R. Z. 3 1963 On the stability of solutions of one-dimensional stochastic equations. Zbl 0256.34067Nevel’son, M. B.; Has’minskii, R. Z. 2 1971 Estimation of linear functionals in Gaussian noise. Zbl 0678.62080Ibragimov, I. A.; Khas’minskij, R. Z. 2 1987 On the properties of parametric estimators for areas of a dicontinuous image. Zbl 0724.62085Khasminskij, R. Z.; Lebedev, V. S. 2 1990 Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. Zbl 1235.60096Chow, P.-L.; Khas’minskiĭ, R. Z. 2 2011 Nonlinear filtering of smooth signals. Zbl 1059.62088Khasminskii, R. 2 2005 On the stability of stochastic systems. Zbl 0291.93065Nevel’son, M. B.; Has’minskii, R. Z. 2 1966 Asymptotic analysis of statistical estimators for the ’almost smooth’ case. Zbl 0295.62027Ibragimov, I. A.; Has’minskii, R. Z. 2 1973 On parameter estimation of hidden telegraph process. Zbl 1414.62348Khasminskii, Rafail Z.; Kutoyants, Yury A. 7 2018 Almost sure explosion of solutions to stochastic differential equations. Zbl 1284.60132Chow, Pao-Liu; Khasminskii, Rafail 5 2014 Stability of regime-switching stochastic differential equations. Zbl 1259.60058Khasminskii, R. Z. 334 2012 Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson. 2nd completely revised and enlarged ed. Zbl 1241.60002Khasminskii, Rafail 126 2012 Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. Zbl 1235.60096Chow, P.-L.; Khas’minskiĭ, R. Z. 2 2011 Estimation of nonlinear functionals revisited. Zbl 1288.62052Khasminskii, R. 1 2009 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 79 2007 Asymptotic properties of parabolic systems for null-recurrent switching diffusions. Zbl 1179.60052Khasminskii, R. Z.; Zhu, C.; Yin, G. 2 2007 On the replicator dynamics behavior under Stratonovich type random perturbations. Zbl 1100.60030Khasminskii, R.; Potsepun, N. 14 2006 Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014Khasminskii, R. Z.; Yin, G. 37 2005 Uniform asymptotic expansions for pricing European options. Zbl 1087.60045Khasminskii, Rafail Z.; Yin, G. 5 2005 Nonlinear filtering of smooth signals. Zbl 1059.62088Khasminskii, R. 2 2005 On averaging principles: An asymptotic expansion approach. Zbl 1072.34054Khasminskii, R. Z.; Yin, G. 35 2004 Some results on the Lotka–Volterra model and its small random perturbations. Zbl 1044.34015Khaminskii, R. Z.; Klebaner, F. C.; Liptser, R. 2 2003 Asymptotic properties of solutions of parabolic equations arising from transient diffusions. Zbl 1032.35027Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 1 2002 Online estimation of a smooth regression function. Zbl 1051.62037Khasminskij, R.; Liptser, R. 1 2002 Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. Zbl 1061.34513Khasminskii, R. Z.; Klebaner, F. C. 46 2001 On averaging principle for diffusion processes with null-recurrent fast component. Zbl 1053.60060Khasminskii, R.; Krylov, N. 19 2001 A statistical approach to the Cauchy problem for the Laplace equation. Zbl 1373.62129Golubev, G.; Khasminskii, R. 6 2001 On estimation of the linearized drift for nonlinear stochastic differential equations. Zbl 1064.62092Khasminskii, R.; Milstein, G. N. 5 2001 Limit distributions of some integral functionals for null-recurrent diffusions. Zbl 1047.60078Khasminskii, R. 5 2001 On estimation of time dependent spatial signal in Gaussian white noise. Zbl 1058.62067Chow, P.-L.; Khasminskii, R.; Liptser, R. 1 2001 Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023Khasminskii, R. Z.; Yin, G. 11 2000 Adaptive design for estimation of unknown parameters in linear systems. Zbl 0967.93087Ovseevich, A. I.; Khasminskij, R. Z.; Chow, P. L. 1 2000 Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings. Zbl 0933.45004Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 18 1999 A statistical approach to some inverse problems for partial differential equations. Zbl 0947.35174Golubev, G. K.; Khas’minskij, R. Z. 8 1999 Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071Il’in, A. M.; Khasminskii, R. Z.; Yin, G. 7 1999 On the estimation of parameters for linear stochastic differential equations. Zbl 0980.62090Khasminskii, R.; Krylov, N.; Moshchuk, N. 5 1999 Statistical approach to some ill-posed problems for linear partial differential equations. Zbl 0983.62021Chow, Pao-Liu; Ibragimov, Ildar A.; Khasminskii, Rafail Z. 4 1999 Estimation problems for coefficients of stochastic partial differential equations. II. Zbl 0983.62052Ibragimov, I. A.; Khas’minskii, R. Z. 3 1999 Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation. Zbl 0924.60036Khasminskii, R.; Moshchuk, N. 23 1998 Estimation of parameters of linear homogeneous stochastic differential equations. Zbl 0933.62099Jankunas, Andrius; Khasminskii, Rafail Z. 11 1998 Estimation problems for coefficients of stochastic partial differential equations. I. Zbl 0983.62051Ibragimov, I. A.; Khas’minskij, R. Z. 3 1998 Stability index for products of random transformations. Zbl 0921.60059Baxendale, P. H.; Khasminskii, R. Z. 1 1998 Asymptotically optimal filtering for a hidden Markov model. Zbl 1103.62366Golubev, G.; Khasminskii, R. 1 1998 Estimation of parameters of linear stochastic difference equations. Zbl 1103.62363Jankunas, A.; Khasminskii, R. Z. 1 1998 Stationary solutions of nonlinear stochastic evolution equations. Zbl 0899.60056Chow, Pao-Liu; Khasminskii, Rafail Z. 21 1997 Some estimation problems in infinite dimensional Gaussian white noise. Zbl 0908.62083Ibragimov, I.; Khasminskii, R. 17 1997 Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058Khasminskii, R. Z.; Yin, G.; Zhang, Q. 15 1997 Tracking of signals and its derivatives in Gaussian white noise. Zbl 0911.60041Chow, P.-L.; Khasminskii, R.; Liptser, R. 6 1997 Statistical approach to dynamical inverse problems. Zbl 1090.62523Chow, P. L.; Khasminskii, R. Z. 1 1997 Certain estimation problems for stochastic partial differential equations. Zbl 1050.62548Ibragimov, I. A.; Khas’minskiĭ, R. Z. 1 1997 Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047Khasminskii, R. Z.; Yin, G.; Zhang, Q. 33 1996 On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076Khasminskii, R. Z.; Yin, G. 22 1996 Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015Khasminskii, R. Z.; Yin, G. 17 1996 On robustness of some concepts in stability of stochastic differential equations. Zbl 0855.93090Khasminskii, Rafail 14 1996 Asymptotic filtering for finite state Markov chains. Zbl 0870.62065Khasminskii, R.; Zeitouni, O. 4 1996 Singularly perturbed Markov chains: Quasi-stationary distribution and asymptotic expansion. Zbl 0867.34044Khasminskii, R. Z.; Yin, G.; Zhang, Q. 2 1996 On parameter estimation from indirect observations. Zbl 0898.62107Skorokhod, A. V.; Khas’minskij, R. Z. 2 1996 Stability index for nonlinear stochastic differential equations. Zbl 0827.93065Arnold, Ludwig; Khasminskii, Rafail Z. 5 1995 Asymptotic expansion of ship capsizing in random sea waves. I: First-order approximation. II: Second-order approximation. Zbl 0886.76017Moshchuk, N. K.; Ibrahim, R. A.; Khasminskii, R. Z.; Chow, P. L. 4 1995 Response statistics of ocean structures to non-linear hydrodynamic loading. I: Gaussian ocean waves. Zbl 1055.74519Moshchuk, N.; Ibrahim, R. A.; Khasminskii, R. 2 1995 On efficient estimation of smooth functionals. Zbl 0898.62047Goldstein, L.; Khas’minskiĭ, R. Z. 1 1995 Asymptotic solutions of linear partial differential equations of first order having random coefficients. Zbl 0813.60056Hoppensteadt, F.; Khasminskii, R.; Salehi, H. 2 1994 On the stability of solutions of stochastic evolution equations. Zbl 0820.93070Khasminskii, R.; Mandrekar, V. 1 1994 Two examples of parameter estimation for stochastic partial differential equations. Zbl 0783.60058Hübner, M.; Khasminskii, R.; Rozovskii, B. L. 16 1993 On the time a diffusion process spends along a line. Zbl 0781.60064Hjort, Nils Lid; Khasminskii, Rafail Z. 2 1993 On some filtration procedure for jump Markov process observed in white Gaussian noise. Zbl 0769.62072Khas’minskii, Rafail Z.; Lazareva, Betty V. 3 1992 Asymptotically normal families of distributions and efficient estimation. Zbl 0760.62043Ibragimov, I. A.; Khas’minskii, R. Z. 25 1991 On density estimation in the view of Kolmogorov’s ideas in approximation theory. Zbl 0705.62039Hasminskii, Rafael; Ibragimov, Ildar 51 1990 On the properties of parametric estimators for areas of a dicontinuous image. Zbl 0724.62085Khasminskij, R. Z.; Lebedev, V. S. 2 1990 Estimating the value of a linear functional of a distribution density. Zbl 0682.62024Ibragimov, I. A.; Khas’minskij, R. Z. 1 1989 Asymptotically normal families of experiments, and efficient estimates. Zbl 0697.62021Ibragimov, I. A.; Khas’minskij, R. Z. 1 1989 Some new results in the nonparametrical estimation of functionals. Zbl 0704.62040Hasminskii, Rafail; Ibragimov, Ildar 4 1988 Some problems on nonparametric estimation in Gaussian white noise. Zbl 0623.62028Ibragimov, I. A.; Nemirovskij, A. S.; Khas’minskij, R. Z. 13 1987 Minimum sum of diameters clustering. Zbl 0689.62042Hansen, P. 11 1987 Estimation of linear functionals in Gaussian noise. Zbl 0678.62080Ibragimov, I. A.; Khas’minskij, R. Z. 2 1987 Asymptotically efficient nonparametric estimation of functionals of a spectral density function. Zbl 0595.62037Khas’minskij, R. Z.; Ibragimov, I. A. 14 1986 Estimation of the value of a linear functional of the distribution density. Zbl 0616.62030Ibragimov, I. A.; Khas’minskij, R. Z. 1 1986 On nonparametric estimation of the value of a linear functional in Gaussian white noise. Zbl 0575.62076Ibragimov, I. A.; Khas’minskij, R. Z. 25 1985 On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061Ibragimov, I. A.; Khas’minskij, R. Z. 19 1984 Sequential testing for several signals in Gaussian white noise. Zbl 0541.62064Golubev, G. K.; Khas’minskij, R. Z. 6 1984 More on the estimation of distribution densities. Zbl 0528.62032Ibragimov, I. A.; Khas’minskij, R. Z. 4 1984 Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\). Zbl 0551.62044Ibragimov, I. A.; Khas’minskij, R. Z. 1 1984 On asymptotic efficiency in the presence of an infinite dimensional nuisance parameter. Zbl 0526.62028Hasminskii, R. Z.; Ibragimov, I. A. 17 1983 Estimation of distribution density. Zbl 0507.62041Ibragimov, I. A.; Khas’minskij, R. Z. 12 1983 Estimation of distribution density belonging to a class of entire functions. Zbl 0516.62043Ibragimov, I. A.; Khas’minskiĭ, R. Z. 21 1982 Bounds for the risks of non-parametric regression estimates. Zbl 0508.62036Ibragimov, I. A.; Khas’minskij, R. Z. 12 1982 Bounds for the risks of nonparametric estimates of regression. Zbl 0494.62042Ibragimov, I. A.; Khas’minskij, R. Z. 6 1982 An estimate of the density of a distribution belonging to a class of entire functions. Zbl 0495.62047Ibragimov, I. A.; Khas’minskiĭ, R. Z. 6 1982 Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026Ibragimov, I. A.; Khas’minskij, R. Z. 65 1981 Estimates of the signal, its derivatives and point of maximum for Gaussian distributions. Zbl 0471.60050Ibragimov, I. A.; Khas’minskij, R. Z. 2 1981 Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density. Zbl 0486.62035Ibragimov, I. A.; Khas’minskij, R. Z. 1 1981 Further results on the estimation of distribution densities. Zbl 0486.62039Ibragimov, I. A.; Khas’minskij, R. Z. 1 1981 Stochastic stability of differential equations. Transl. by D. Louvish. Ed. by S. Swierczkowski. Zbl 0441.60060Khas’minskiĭ, R. Z. 56 1980 On nonparametric regression estimation. Zbl 0516.62061Ibragimov, I. A.; Khas’minskiĭ, R. Z. 12 1980 On the estimation of the distribution density. Zbl 0482.62025Ibragimov, I. A.; Khas’minskij, R. Z. 10 1980 On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations. Zbl 0454.60042Ibragimov, I. A.; Khas’minskiĭ, R. Z. 7 1980 Asymptotic boundaries for non-parametric estimation for regression in \(L_ p\). Zbl 0457.62049Ibragimov, I. A.; Khas’minskij, R. Z. 1 1980 Asymptotic properties of some nonparametric estimators in Gaussian white noise. Zbl 0488.62063Ibragimov, Il’dar Abdulovich; Khas’minskij, Rafail Zalmanovich 1 1980 Lower bound for the risks of nonparametric estimates of the mode. Zbl 0419.62037Hasminskii, R. Z. 37 1979 A lower bound on the risks of non-parametric estimates of densities in the uniform metric. Zbl 0449.62032Khas’minskiĭ, R. Z. 15 1979 Asymptotic theory of estimation. (Asimptoticheskaya teoriya otsenivaniya). Zbl 0467.62025Ibragimov, I. A.; Khas’minskij, R. Z. 10 1979 On a lower bound for risks of non-parametric density estimates in the uniform metric. Zbl 0422.62031Khas’minskiĭ, R. Z. 4 1978 On the capacity in communication by smooth signals. Zbl 0432.94009Ibragimov, I. A.; Khas’minskiĭ, R. Z. 1 1978 A problem of statistical estimation in Gaussian white noise. Zbl 0389.62024Ibragimov, I. A.; Has’minskii, R. Z. 55 1977 On the estimation of an infinite-dimensional parameter in Gaussian white noise. Zbl 0389.62023Ibragimov, I. A.; Has’minskii, R. Z. 10 1977 Local asymptotic normality for non-identically distributed observations. Zbl 0332.62012Ibragimov, I. A.; Has’minskii, R. Z. 8 1975 Estimation of parameter of discontinuous signal in white Gaussian noise. Zbl 0334.60019Ibragimov, I. A.; Has’minskii, R. Z. 3 1975 Properties of maximum likelihood and Bayes’ estimators for non- identically distributed observations. Zbl 0353.62016Ibragimov, I. A.; Has’minskii, R. Z. 2 1975 ...and 40 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,138 Authors 47 Yin, Gang George 42 Mao, Xuerong 36 Jiang, Daqing 33 Yin, George Gang 27 Khas’minskiĭ, Rafail Zalmanovich 19 Kutoyants, Yury A. 15 Li, Xiaoyue 14 Xi, Fubao 14 Zhu, Chao 13 Wu, Fuke 13 Zhang, Qing 12 Liu, Qun 12 Nguyen, Dang Hai 11 Ji, Chunyan 11 Van der Vaart, Adrianus Willem 11 Yuan, Sanling 10 Ginovyan, Mamikon S. 10 Lahrouz, Aadil 10 Lepskiĭ, Oleg Vital’evich 10 Low, Mark G. 10 Mo, Jiaqi 9 Efromovich, Sam 9 Flandoli, Franco 9 Hayat, Tasawar 9 Ibragimov, Il’dar Abdullovich 9 Settati, Adel 8 Kwon, O. M. 8 Sahakyan, Artur A. 8 Tsybakov, Alexandre B. 8 Veretennikov, Alexander Yu. 8 Wu, Zhaojing 8 Yi, Yingfei 8 Yuan, Chenggui 7 Al-saedi, Ahmed Eid Salem 7 Baxendale, Peter H. 7 Cai, Tony Tony 7 Chow, Pao-Liu 7 El Fatini, Mohamed 7 Florchinger, Patrick 7 Ji, Min 7 Juditsky, Anatoli B. 7 Li, Yong 7 Liu, Jicheng 7 Luo, Qi 7 Milstein, Grigori N. 7 Potapov, Vadim D. 7 Shi, Ningzhong 7 Spokoiny, Vladimir G. 7 Sultanov, Oskar A. 7 Xu, Yong 7 Zhang, Tonghua 6 Belitser, Eduard 6 Buckwar, Evelyn 6 Drăgan, Vasile 6 Fu, Hongbo 6 Goldenshluger, Alexander 6 Ingster, Yuriĭ Izmaĭlovich 6 Kifer, Yuri 6 Kozić, Predrag 6 Liptser, Robert 6 Liu, Meng 6 Liu, Wei 6 Lototsky, Sergey V. 6 O’Regan, Donal 6 Park, Juhyun (Jessie) 6 Pavlović, Ratko G. 6 Ryashko, Lev Borisovich 6 Sapatinas, Theofanis 6 Shao, Jinghai 6 Song, Minghui 6 Sun, Xiaobin 6 Sznitman, Alain-Sol 6 Tran, Ky Quan 6 Wang, Leyi 6 Wang, Weiming 6 Xie, Longjie 6 Xie, Xuejun 6 Xu, Wei 6 Yoshida, Nakahiro 6 Zhu, Quanxin 5 Caraballo Garrido, Tomás 5 Cialenco, Igor 5 Donoho, David Leigh 5 Ermakov, Mikhaĭl Sergeevich 5 Freidlin, Mark I. 5 Ghosal, Subhashis 5 Gloter, Arnaud 5 Haddad, Wassim Michael 5 Hoffmann, Marc 5 Hu, Shigeng 5 Janevski, Goran 5 Liu, Xianbin 5 Mertikopoulos, Panayotis 5 Nemirovski, Arkadi S. 5 Nishimura, Yuki 5 Pei, Bin 5 Pergamenshchikov, Sergeĭ Markovich 5 Punzo, Fabio 5 Ren, Yong 5 Stummer, Wolfgang ...and 2,038 more Authors all top 5 Cited in 314 Serials 92 The Annals of Statistics 75 Stochastic Processes and their Applications 68 Automatica 60 Journal of Mathematical Analysis and Applications 53 Statistics & Probability Letters 42 Systems & Control Letters 39 Applied Mathematics and Computation 38 Journal of Differential Equations 36 Probability Theory and Related Fields 35 Journal of Statistical Planning and Inference 32 Journal of Applied Mathematics and Mechanics 32 Stochastic Analysis and Applications 32 The Annals of Applied Probability 30 Journal of Multivariate Analysis 30 Applied Mathematics Letters 26 Journal of the Franklin Institute 25 Stochastics and Dynamics 24 Journal of Mathematical Sciences (New York) 24 Advances in Difference Equations 23 Electronic Journal of Statistics 21 Chaos, Solitons and Fractals 18 Discrete and Continuous Dynamical Systems. 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