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Khas’minskiĭ, Rafail Zalmanovich

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Author ID: khasminskij.rafail-zalmanovich Recent zbMATH articles by "Khas’minskiĭ, 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

Publications by Year

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 1259.60058
Khasminskii, 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 1241.60002
Khasminskii, Rafail
126
2012
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
79
2007
On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002
Has’minskij, R. Z.
70
1966
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
65
1981
The average principle for stochastic Itô differential equations. Zbl 0231.60045
Has’minskij, R. Z.
64
1968
Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001
Khas’minskiĭ, R. Z.
60
1961
Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0093.14902
Khas’minskiĭ, R. Z.
58
1960
On dissipativeness of random processes defined by differential equations. Zbl 0276.60059
Has’minskii, R. Z.
57
1965
Stochastic stability of differential equations. Transl. by D. Louvish. Ed. by S. Swierczkowski. Zbl 0441.60060
Khas’minskiĭ, R. Z.
56
1980
A problem of statistical estimation in Gaussian white noise. Zbl 0389.62024
Ibragimov, I. A.; Has’minskii, R. Z.
55
1977
On density estimation in the view of Kolmogorov’s ideas in approximation theory. Zbl 0705.62039
Hasminskii, Rafael; Ibragimov, Ildar
51
1990
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. Zbl 1061.34513
Khasminskii, 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 0214.15903
Khas’minskiĭ, R. Z.
42
1969
Lower bound for the risks of nonparametric estimates of the mode. Zbl 0419.62037
Hasminskii, R. Z.
37
1979
Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014
Khasminskii, R. Z.; Yin, G.
37
2005
Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701
Khas’minskiĭ, R. Z.
37
1963
On averaging principles: An asymptotic expansion approach. Zbl 1072.34054
Khasminskii, R. Z.; Yin, G.
35
2004
Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
33
1996
On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501
Khas’minskiĭ, R. Z.
31
1959
A limit theorem for the solutions of differential equations with random right-hand sides. Zbl 0202.48601
Khas’minskiĭ, R. Z.
29
1966
On nonparametric estimation of the value of a linear functional in Gaussian white noise. Zbl 0575.62076
Ibragimov, I. A.; Khas’minskij, R. Z.
25
1985
Asymptotically normal families of distributions and efficient estimation. Zbl 0760.62043
Ibragimov, I. A.; Khas’minskii, R. Z.
25
1991
Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation. Zbl 0924.60036
Khasminskii, R.; Moshchuk, N.
23
1998
On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076
Khasminskii, R. Z.; Yin, G.
22
1996
Estimation of distribution density belonging to a class of entire functions. Zbl 0516.62043
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
21
1982
Stationary solutions of nonlinear stochastic evolution equations. Zbl 0899.60056
Chow, Pao-Liu; Khasminskii, Rafail Z.
21
1997
On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061
Ibragimov, 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 0355.62075
Nevel’son, M. B.; Has’minskii, R. Z.
19
1973
On averaging principle for diffusion processes with null-recurrent fast component. Zbl 1053.60060
Khasminskii, R.; Krylov, N.
19
2001
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings. Zbl 0933.45004
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
18
1999
On asymptotic efficiency in the presence of an infinite dimensional nuisance parameter. Zbl 0526.62028
Hasminskii, R. Z.; Ibragimov, I. A.
17
1983
Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015
Khasminskii, R. Z.; Yin, G.
17
1996
Some estimation problems in infinite dimensional Gaussian white noise. Zbl 0908.62083
Ibragimov, I.; Khasminskii, R.
17
1997
Two examples of parameter estimation for stochastic partial differential equations. Zbl 0783.60058
Hübner, M.; Khasminskii, R.; Rozovskii, B. L.
16
1993
On the stability of the trajectory of Markov processes. Zbl 0137.35806
Has’minskij, R. Z.
16
1964
A lower bound on the risks of non-parametric estimates of densities in the uniform metric. Zbl 0449.62032
Khas’minskiĭ, R. Z.
15
1979
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
15
1997
Asymptotically efficient nonparametric estimation of functionals of a spectral density function. Zbl 0595.62037
Khas’minskij, R. Z.; Ibragimov, I. A.
14
1986
On the replicator dynamics behavior under Stratonovich type random perturbations. Zbl 1100.60030
Khasminskii, R.; Potsepun, N.
14
2006
On robustness of some concepts in stability of stochastic differential equations. Zbl 0855.93090
Khasminskii, Rafail
14
1996
Some problems on nonparametric estimation in Gaussian white noise. Zbl 0623.62028
Ibragimov, 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 0273.62019
Ibragimov, I. A.; Has’minskii, R. Z.
13
1972
Estimation of distribution density. Zbl 0507.62041
Ibragimov, I. A.; Khas’minskij, R. Z.
12
1983
Bounds for the risks of non-parametric regression estimates. Zbl 0508.62036
Ibragimov, I. A.; Khas’minskij, R. Z.
12
1982
On nonparametric regression estimation. Zbl 0516.62061
Ibragimov, 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 0283.62038
Ibragimov, I. A.; Has’minskii, R. Z.
12
1973
Minimum sum of diameters clustering. Zbl 0689.62042
Hansen, P.
11
1987
Estimation of parameters of linear homogeneous stochastic differential equations. Zbl 0933.62099
Jankunas, Andrius; Khasminskii, Rafail Z.
11
1998
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023
Khasminskii, R. Z.; Yin, G.
11
2000
Stability of a linear system with random disturbances of its parameters. Zbl 0153.20803
Nevelson, M. B.; Khas’minskii, R. Z.
11
1966
On the estimation of an infinite-dimensional parameter in Gaussian white noise. Zbl 0389.62023
Ibragimov, I. A.; Has’minskii, R. Z.
10
1977
Asymptotic theory of estimation. (Asimptoticheskaya teoriya otsenivaniya). Zbl 0467.62025
Ibragimov, I. A.; Khas’minskij, R. Z.
10
1979
On the estimation of the distribution density. Zbl 0482.62025
Ibragimov, I. A.; Khas’minskij, R. Z.
10
1980
On equations of Brownian motion. Zbl 0134.34303
Il’in, A. M.; Has’minskij, R. Z.
10
1965
A statistical approach to some inverse problems for partial differential equations. Zbl 0947.35174
Golubev, G. K.; Khas’minskij, R. Z.
8
1999
Local asymptotic normality for non-identically distributed observations. Zbl 0332.62012
Ibragimov, I. A.; Has’minskii, R. Z.
8
1975
Diffusion processes and elliptic differential equations degenerating at the boundary of the domain. Zbl 0116.36302
Khas’minskiĭ, R. Z.
8
1961
On parameter estimation of hidden telegraph process. Zbl 1414.62348
Khasminskii, Rafail Z.; Kutoyants, Yury A.
7
2018
Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071
Il’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 0454.60042
Ibragimov, 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 0142.23203
Has’minskij, R. Z.
7
1964
On the stability of nonlinear stochastic systems. Zbl 0157.24603
Khas’minskii, R. Z.
7
1966
A statistical approach to the Cauchy problem for the Laplace equation. Zbl 1373.62129
Golubev, G.; Khasminskii, R.
6
2001
Sequential testing for several signals in Gaussian white noise. Zbl 0541.62064
Golubev, G. K.; Khas’minskij, R. Z.
6
1984
Bounds for the risks of nonparametric estimates of regression. Zbl 0494.62042
Ibragimov, I. A.; Khas’minskij, R. Z.
6
1982
Tracking of signals and its derivatives in Gaussian white noise. Zbl 0911.60041
Chow, P.-L.; Khasminskii, R.; Liptser, R.
6
1997
An estimate of the density of a distribution belonging to a class of entire functions. Zbl 0495.62047
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
6
1982
Almost sure explosion of solutions to stochastic differential equations. Zbl 1284.60132
Chow, Pao-Liu; Khasminskii, Rafail
5
2014
Uniform asymptotic expansions for pricing European options. Zbl 1087.60045
Khasminskii, Rafail Z.; Yin, G.
5
2005
Stability index for nonlinear stochastic differential equations. Zbl 0827.93065
Arnold, Ludwig; Khasminskii, Rafail Z.
5
1995
Convergence of moments of the Robbins-Monro procedure. Zbl 0335.62056
Nevel’son, M. B.; Khas’minskiĭ, R. Z.
5
1973
On the estimation of parameters for linear stochastic differential equations. Zbl 0980.62090
Khasminskii, R.; Krylov, N.; Moshchuk, N.
5
1999
On estimation of the linearized drift for nonlinear stochastic differential equations. Zbl 1064.62092
Khasminskii, R.; Milstein, G. N.
5
2001
Limit distributions of some integral functionals for null-recurrent diffusions. Zbl 1047.60078
Khasminskii, R.
5
2001
On some limit theorems for diffusion processes with small diffusion. Zbl 0209.49202
Khas’minskiĭ, R. Z.
5
1962
Asymptotic expansion of ship capsizing in random sea waves. I: First-order approximation. II: Second-order approximation. Zbl 0886.76017
Moshchuk, N. K.; Ibrahim, R. A.; Khasminskii, R. Z.; Chow, P. L.
4
1995
More on the estimation of distribution densities. Zbl 0528.62032
Ibragimov, I. A.; Khas’minskij, R. Z.
4
1984
Some new results in the nonparametrical estimation of functionals. Zbl 0704.62040
Hasminskii, Rafail; Ibragimov, Ildar
4
1988
On a lower bound for risks of non-parametric density estimates in the uniform metric. Zbl 0422.62031
Khas’minskiĭ, R. Z.
4
1978
On the approximation of statistical estimators by sums of independent variables. Zbl 0303.62027
Ibragimov, I. A.; Has’minskiĭ, R. Z.
4
1973
Asymptotic filtering for finite state Markov chains. Zbl 0870.62065
Khasminskii, R.; Zeitouni, O.
4
1996
Statistical approach to some ill-posed problems for linear partial differential equations. Zbl 0983.62021
Chow, 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 0173.37802
Il’in, A. M.; Has’minskij, R. Z.
4
1963
Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems. Zbl 0183.19403
Has’minskij, R. Z.
4
1967
Stability in the first approximation for stochastic systems. Zbl 0259.60026
Has’minskii, R. Z.
3
1967
Estimation problems for coefficients of stochastic partial differential equations. I. Zbl 0983.62051
Ibragimov, I. A.; Khas’minskij, R. Z.
3
1998
On some filtration procedure for jump Markov process observed in white Gaussian noise. Zbl 0769.62072
Khas’minskii, Rafail Z.; Lazareva, Betty V.
3
1992
On the information in a sample about a parameter. Zbl 0289.62010
Ibragimov, I. A.; Has’minsky, R. Z.
3
1973
Estimation of parameter of discontinuous signal in white Gaussian noise. Zbl 0334.60019
Ibragimov, I. A.; Has’minskii, R. Z.
3
1975
Estimation problems for coefficients of stochastic partial differential equations. II. Zbl 0983.62052
Ibragimov, I. A.; Khas’minskii, R. Z.
3
1999
The behavior of self-oscillating system acted upon by slight noise. Zbl 0128.31902
Has’minskij, R. Z.
3
1963
Über Diffusionsprozesse mit kleinem Parameter. Zbl 0168.36601
Has’minskij, R. Z.
3
1963
On the stability of solutions of one-dimensional stochastic equations. Zbl 0256.34067
Nevel’son, M. B.; Has’minskii, R. Z.
2
1971
Estimation of linear functionals in Gaussian noise. Zbl 0678.62080
Ibragimov, I. A.; Khas’minskij, R. Z.
2
1987
On the properties of parametric estimators for areas of a dicontinuous image. Zbl 0724.62085
Khasminskij, R. Z.; Lebedev, V. S.
2
1990
Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. Zbl 1235.60096
Chow, P.-L.; Khas’minskiĭ, R. Z.
2
2011
Nonlinear filtering of smooth signals. Zbl 1059.62088
Khasminskii, R.
2
2005
On the stability of stochastic systems. Zbl 0291.93065
Nevel’son, M. B.; Has’minskii, R. Z.
2
1966
Asymptotic analysis of statistical estimators for the ’almost smooth’ case. Zbl 0295.62027
Ibragimov, I. A.; Has’minskii, R. Z.
2
1973
On parameter estimation of hidden telegraph process. Zbl 1414.62348
Khasminskii, Rafail Z.; Kutoyants, Yury A.
7
2018
Almost sure explosion of solutions to stochastic differential equations. Zbl 1284.60132
Chow, Pao-Liu; Khasminskii, Rafail
5
2014
Stability of regime-switching stochastic differential equations. Zbl 1259.60058
Khasminskii, 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 1241.60002
Khasminskii, Rafail
126
2012
Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. Zbl 1235.60096
Chow, P.-L.; Khas’minskiĭ, R. Z.
2
2011
Estimation of nonlinear functionals revisited. Zbl 1288.62052
Khasminskii, R.
1
2009
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
79
2007
Asymptotic properties of parabolic systems for null-recurrent switching diffusions. Zbl 1179.60052
Khasminskii, R. Z.; Zhu, C.; Yin, G.
2
2007
On the replicator dynamics behavior under Stratonovich type random perturbations. Zbl 1100.60030
Khasminskii, R.; Potsepun, N.
14
2006
Limit behavior of two-time-scale diffusions revisited. Zbl 1112.35014
Khasminskii, R. Z.; Yin, G.
37
2005
Uniform asymptotic expansions for pricing European options. Zbl 1087.60045
Khasminskii, Rafail Z.; Yin, G.
5
2005
Nonlinear filtering of smooth signals. Zbl 1059.62088
Khasminskii, R.
2
2005
On averaging principles: An asymptotic expansion approach. Zbl 1072.34054
Khasminskii, R. Z.; Yin, G.
35
2004
Some results on the Lotka–Volterra model and its small random perturbations. Zbl 1044.34015
Khaminskii, R. Z.; Klebaner, F. C.; Liptser, R.
2
2003
Asymptotic properties of solutions of parabolic equations arising from transient diffusions. Zbl 1032.35027
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
1
2002
Online estimation of a smooth regression function. Zbl 1051.62037
Khasminskij, R.; Liptser, R.
1
2002
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. Zbl 1061.34513
Khasminskii, R. Z.; Klebaner, F. C.
46
2001
On averaging principle for diffusion processes with null-recurrent fast component. Zbl 1053.60060
Khasminskii, R.; Krylov, N.
19
2001
A statistical approach to the Cauchy problem for the Laplace equation. Zbl 1373.62129
Golubev, G.; Khasminskii, R.
6
2001
On estimation of the linearized drift for nonlinear stochastic differential equations. Zbl 1064.62092
Khasminskii, R.; Milstein, G. N.
5
2001
Limit distributions of some integral functionals for null-recurrent diffusions. Zbl 1047.60078
Khasminskii, R.
5
2001
On estimation of time dependent spatial signal in Gaussian white noise. Zbl 1058.62067
Chow, P.-L.; Khasminskii, R.; Liptser, R.
1
2001
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions. Zbl 0957.35023
Khasminskii, R. Z.; Yin, G.
11
2000
Adaptive design for estimation of unknown parameters in linear systems. Zbl 0967.93087
Ovseevich, 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 0933.45004
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
18
1999
A statistical approach to some inverse problems for partial differential equations. Zbl 0947.35174
Golubev, G. K.; Khas’minskij, R. Z.
8
1999
Singularly perturbed diffusisons: Rapid switchings and fast diffusions. Zbl 1033.60071
Il’in, A. M.; Khasminskii, R. Z.; Yin, G.
7
1999
On the estimation of parameters for linear stochastic differential equations. Zbl 0980.62090
Khasminskii, R.; Krylov, N.; Moshchuk, N.
5
1999
Statistical approach to some ill-posed problems for linear partial differential equations. Zbl 0983.62021
Chow, Pao-Liu; Ibragimov, Ildar A.; Khasminskii, Rafail Z.
4
1999
Estimation problems for coefficients of stochastic partial differential equations. II. Zbl 0983.62052
Ibragimov, I. A.; Khas’minskii, R. Z.
3
1999
Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation. Zbl 0924.60036
Khasminskii, R.; Moshchuk, N.
23
1998
Estimation of parameters of linear homogeneous stochastic differential equations. Zbl 0933.62099
Jankunas, Andrius; Khasminskii, Rafail Z.
11
1998
Estimation problems for coefficients of stochastic partial differential equations. I. Zbl 0983.62051
Ibragimov, I. A.; Khas’minskij, R. Z.
3
1998
Stability index for products of random transformations. Zbl 0921.60059
Baxendale, P. H.; Khasminskii, R. Z.
1
1998
Asymptotically optimal filtering for a hidden Markov model. Zbl 1103.62366
Golubev, G.; Khasminskii, R.
1
1998
Estimation of parameters of linear stochastic difference equations. Zbl 1103.62363
Jankunas, A.; Khasminskii, R. Z.
1
1998
Stationary solutions of nonlinear stochastic evolution equations. Zbl 0899.60056
Chow, Pao-Liu; Khasminskii, Rafail Z.
21
1997
Some estimation problems in infinite dimensional Gaussian white noise. Zbl 0908.62083
Ibragimov, I.; Khasminskii, R.
17
1997
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions. Zbl 0870.34058
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
15
1997
Tracking of signals and its derivatives in Gaussian white noise. Zbl 0911.60041
Chow, P.-L.; Khasminskii, R.; Liptser, R.
6
1997
Statistical approach to dynamical inverse problems. Zbl 1090.62523
Chow, P. L.; Khasminskii, R. Z.
1
1997
Certain estimation problems for stochastic partial differential equations. Zbl 1050.62548
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
1
1997
Asymptotic expansions of singularly perturbed systems involving rapidly fluctuating Markov chains. Zbl 0849.34047
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
33
1996
On transition densities of singularly perturbed diffusions with fast and slow components. Zbl 0863.60076
Khasminskii, R. Z.; Yin, G.
22
1996
Asymptotic series for singularly perturbed Kolmogorov-Fokker-Planck equations. Zbl 0873.35015
Khasminskii, R. Z.; Yin, G.
17
1996
On robustness of some concepts in stability of stochastic differential equations. Zbl 0855.93090
Khasminskii, Rafail
14
1996
Asymptotic filtering for finite state Markov chains. Zbl 0870.62065
Khasminskii, R.; Zeitouni, O.
4
1996
Singularly perturbed Markov chains: Quasi-stationary distribution and asymptotic expansion. Zbl 0867.34044
Khasminskii, R. Z.; Yin, G.; Zhang, Q.
2
1996
On parameter estimation from indirect observations. Zbl 0898.62107
Skorokhod, A. V.; Khas’minskij, R. Z.
2
1996
Stability index for nonlinear stochastic differential equations. Zbl 0827.93065
Arnold, Ludwig; Khasminskii, Rafail Z.
5
1995
Asymptotic expansion of ship capsizing in random sea waves. I: First-order approximation. II: Second-order approximation. Zbl 0886.76017
Moshchuk, 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 1055.74519
Moshchuk, N.; Ibrahim, R. A.; Khasminskii, R.
2
1995
On efficient estimation of smooth functionals. Zbl 0898.62047
Goldstein, L.; Khas’minskiĭ, R. Z.
1
1995
Asymptotic solutions of linear partial differential equations of first order having random coefficients. Zbl 0813.60056
Hoppensteadt, F.; Khasminskii, R.; Salehi, H.
2
1994
On the stability of solutions of stochastic evolution equations. Zbl 0820.93070
Khasminskii, R.; Mandrekar, V.
1
1994
Two examples of parameter estimation for stochastic partial differential equations. Zbl 0783.60058
Hübner, M.; Khasminskii, R.; Rozovskii, B. L.
16
1993
On the time a diffusion process spends along a line. Zbl 0781.60064
Hjort, Nils Lid; Khasminskii, Rafail Z.
2
1993
On some filtration procedure for jump Markov process observed in white Gaussian noise. Zbl 0769.62072
Khas’minskii, Rafail Z.; Lazareva, Betty V.
3
1992
Asymptotically normal families of distributions and efficient estimation. Zbl 0760.62043
Ibragimov, I. A.; Khas’minskii, R. Z.
25
1991
On density estimation in the view of Kolmogorov’s ideas in approximation theory. Zbl 0705.62039
Hasminskii, Rafael; Ibragimov, Ildar
51
1990
On the properties of parametric estimators for areas of a dicontinuous image. Zbl 0724.62085
Khasminskij, R. Z.; Lebedev, V. S.
2
1990
Estimating the value of a linear functional of a distribution density. Zbl 0682.62024
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1989
Asymptotically normal families of experiments, and efficient estimates. Zbl 0697.62021
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1989
Some new results in the nonparametrical estimation of functionals. Zbl 0704.62040
Hasminskii, Rafail; Ibragimov, Ildar
4
1988
Some problems on nonparametric estimation in Gaussian white noise. Zbl 0623.62028
Ibragimov, I. A.; Nemirovskij, A. S.; Khas’minskij, R. Z.
13
1987
Minimum sum of diameters clustering. Zbl 0689.62042
Hansen, P.
11
1987
Estimation of linear functionals in Gaussian noise. Zbl 0678.62080
Ibragimov, I. A.; Khas’minskij, R. Z.
2
1987
Asymptotically efficient nonparametric estimation of functionals of a spectral density function. Zbl 0595.62037
Khas’minskij, R. Z.; Ibragimov, I. A.
14
1986
Estimation of the value of a linear functional of the distribution density. Zbl 0616.62030
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1986
On nonparametric estimation of the value of a linear functional in Gaussian white noise. Zbl 0575.62076
Ibragimov, I. A.; Khas’minskij, R. Z.
25
1985
On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061
Ibragimov, I. A.; Khas’minskij, R. Z.
19
1984
Sequential testing for several signals in Gaussian white noise. Zbl 0541.62064
Golubev, G. K.; Khas’minskij, R. Z.
6
1984
More on the estimation of distribution densities. Zbl 0528.62032
Ibragimov, I. A.; Khas’minskij, R. Z.
4
1984
Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\). Zbl 0551.62044
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1984
On asymptotic efficiency in the presence of an infinite dimensional nuisance parameter. Zbl 0526.62028
Hasminskii, R. Z.; Ibragimov, I. A.
17
1983
Estimation of distribution density. Zbl 0507.62041
Ibragimov, I. A.; Khas’minskij, R. Z.
12
1983
Estimation of distribution density belonging to a class of entire functions. Zbl 0516.62043
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
21
1982
Bounds for the risks of non-parametric regression estimates. Zbl 0508.62036
Ibragimov, I. A.; Khas’minskij, R. Z.
12
1982
Bounds for the risks of nonparametric estimates of regression. Zbl 0494.62042
Ibragimov, I. A.; Khas’minskij, R. Z.
6
1982
An estimate of the density of a distribution belonging to a class of entire functions. Zbl 0495.62047
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
6
1982
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
65
1981
Estimates of the signal, its derivatives and point of maximum for Gaussian distributions. Zbl 0471.60050
Ibragimov, I. A.; Khas’minskij, R. Z.
2
1981
Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density. Zbl 0486.62035
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1981
Further results on the estimation of distribution densities. Zbl 0486.62039
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1981
Stochastic stability of differential equations. Transl. by D. Louvish. Ed. by S. Swierczkowski. Zbl 0441.60060
Khas’minskiĭ, R. Z.
56
1980
On nonparametric regression estimation. Zbl 0516.62061
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
12
1980
On the estimation of the distribution density. Zbl 0482.62025
Ibragimov, 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 0454.60042
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
7
1980
Asymptotic boundaries for non-parametric estimation for regression in \(L_ p\). Zbl 0457.62049
Ibragimov, I. A.; Khas’minskij, R. Z.
1
1980
Asymptotic properties of some nonparametric estimators in Gaussian white noise. Zbl 0488.62063
Ibragimov, Il’dar Abdulovich; Khas’minskij, Rafail Zalmanovich
1
1980
Lower bound for the risks of nonparametric estimates of the mode. Zbl 0419.62037
Hasminskii, R. Z.
37
1979
A lower bound on the risks of non-parametric estimates of densities in the uniform metric. Zbl 0449.62032
Khas’minskiĭ, R. Z.
15
1979
Asymptotic theory of estimation. (Asimptoticheskaya teoriya otsenivaniya). Zbl 0467.62025
Ibragimov, I. A.; Khas’minskij, R. Z.
10
1979
On a lower bound for risks of non-parametric density estimates in the uniform metric. Zbl 0422.62031
Khas’minskiĭ, R. Z.
4
1978
On the capacity in communication by smooth signals. Zbl 0432.94009
Ibragimov, I. A.; Khas’minskiĭ, R. Z.
1
1978
A problem of statistical estimation in Gaussian white noise. Zbl 0389.62024
Ibragimov, I. A.; Has’minskii, R. Z.
55
1977
On the estimation of an infinite-dimensional parameter in Gaussian white noise. Zbl 0389.62023
Ibragimov, I. A.; Has’minskii, R. Z.
10
1977
Local asymptotic normality for non-identically distributed observations. Zbl 0332.62012
Ibragimov, I. A.; Has’minskii, R. Z.
8
1975
Estimation of parameter of discontinuous signal in white Gaussian noise. Zbl 0334.60019
Ibragimov, I. A.; Has’minskii, R. Z.
3
1975
Properties of maximum likelihood and Bayes’ estimators for non- identically distributed observations. Zbl 0353.62016
Ibragimov, I. A.; Has’minskii, R. Z.
2
1975
...and 40 more Documents
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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
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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. Series B
17 Mathematical Problems in Engineering
17 Statistical Inference for Stochastic Processes
16 Journal of Statistical Physics
16 The Annals of Probability
16 Journal of Computational and Applied Mathematics
16 SIAM Journal on Control and Optimization
16 Bernoulli
13 Annals of the Institute of Statistical Mathematics
13 Nonlinear Dynamics
13 Abstract and Applied Analysis
12 Physica A
12 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
12 Mathematical Methods of Statistics
11 International Journal of Control
11 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
11 Journal of Nonlinear Science
11 Potential Analysis
11 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
11 Nonlinear Analysis. Hybrid Systems
10 Journal of Econometrics
10 Communications in Nonlinear Science and Numerical Simulation
9 Computers & Mathematics with Applications
9 Communications in Mathematical Physics
9 Journal of Functional Analysis
9 Statistics
9 Journal of Theoretical Probability
9 Nonlinear Analysis. Theory, Methods & Applications
8 Applied Mathematics and Optimization
8 Transactions of the American Mathematical Society
8 Physica D
8 Automation and Remote Control
8 Journal of Dynamics and Differential Equations
8 Journal of Nonparametric Statistics
8 International Journal of Biomathematics
7 Journal of Mathematical Physics
7 Applied Mathematics and Mechanics. (English Edition)
7 Applied Numerical Mathematics
7 Acta Mathematicae Applicatae Sinica. English Series
7 Communications in Statistics. Theory and Methods
7 International Journal of Systems Science. Principles and Applications of Systems and Integration
6 Lithuanian Mathematical Journal
6 Sequential Analysis
6 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
6 Journal de Mathématiques Pures et Appliquées. Neuvième Série
6 SIAM Journal on Mathematical Analysis
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 International Journal of Robust and Nonlinear Control
6 Discrete Dynamics in Nature and Society
6 Qualitative Theory of Dynamical Systems
6 Science China. Mathematics
5 Journal of Computational Physics
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5 Journal of Applied Probability
5 Journal of Optimization Theory and Applications
5 Mathematics and Computers in Simulation
5 Theory of Probability and Mathematical Statistics
5 Stochastics
5 PMM, Journal of Applied Mathematics and Mechanics
5 Journal of the Korean Statistical Society
5 Journal of Biological Dynamics
5 International Journal of Stochastic Analysis
4 Acta Mechanica
4 Advances in Applied Probability
4 Communications on Pure and Applied Mathematics
4 Mathematical Biosciences
4 Mathematical Notes
4 Metrika
4 Physics Letters. A
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4 Kybernetika
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4 Acta Applicandae Mathematicae
4 Stochastics and Stochastics Reports
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4 Methodology and Computing in Applied Probability
...and 214 more Serials
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Cited in 45 Fields

963 Probability theory and stochastic processes (60-XX)
502 Statistics (62-XX)
392 Systems theory; control (93-XX)
288 Ordinary differential equations (34-XX)
232 Biology and other natural sciences (92-XX)
191 Partial differential equations (35-XX)
139 Dynamical systems and ergodic theory (37-XX)
114 Numerical analysis (65-XX)
65 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
49 Mechanics of particles and systems (70-XX)
48 Statistical mechanics, structure of matter (82-XX)
40 Operations research, mathematical programming (90-XX)
39 Fluid mechanics (76-XX)
36 Operator theory (47-XX)
30 Mechanics of deformable solids (74-XX)
23 Computer science (68-XX)
23 Information and communication theory, circuits (94-XX)
22 Global analysis, analysis on manifolds (58-XX)
20 Calculus of variations and optimal control; optimization (49-XX)
13 Potential theory (31-XX)
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12 Quantum theory (81-XX)
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