Edit Profile (opens in new tab) Chigansky, Pavel Co-Author Distance Author ID: chigansky.pavel Published as: Chigansky, Pavel; Chigansky, P. External Links: MGP Documents Indexed: 32 Publications since 2001 Co-Authors: 16 Co-Authors with 25 Joint Publications 369 Co-Co-Authors all top 5 Co-Authors 5 single-authored 8 Klebaner, Fima C. 7 Liptser, Robert 6 Kleptsyna, Marina L. 3 Jagers, Peter 3 van Handel, Ramon 2 Baker, Jeremy 2 Kutoyants, Yury A. 2 Marushkevych, Dmytro 1 Afterman, Danielle 1 Barbour, Andrew David 1 Baxendale, Peter H. 1 Bobrovsky, Ben-Zion 1 Cai, Chunhao 1 Fainshil, Lior 1 Hamza, Kais 1 Margaliot, Michael 1 Ritov, Ya’acov all top 5 Serials 3 The Annals of Applied Probability 3 Electronic Communications in Probability 2 Journal of Mathematical Biology 2 Theory of Probability and its Applications 2 SIAM Journal on Control and Optimization 2 Bernoulli 1 Advances in Applied Probability 1 IEEE Transactions on Information Theory 1 Journal of Mathematical Analysis and Applications 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 IEEE Transactions on Automatic Control 1 Journal of Applied Probability 1 Systems & Control Letters 1 Journal of Applied Mathematics and Stochastic Analysis 1 SIAM Review 1 Stochastic Processes and their Applications 1 Mathematical Methods of Statistics 1 Fractional Calculus & Applied Analysis 1 Statistical Inference for Stochastic Processes 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models all top 5 Fields 23 Probability theory and stochastic processes (60-XX) 12 Systems theory; control (93-XX) 10 Statistics (62-XX) 4 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 24 Publications have been cited 196 times in 159 Documents Cited by ▼ Year ▼ On the stability of positive linear switched systems under arbitrary switching laws. Zbl 1367.93431Fainshil, Lior; Margaliot, Michael; Chigansky, Pavel 67 2009 Asymptotic stability of the Wonham filter: Ergodic and nonergodic signals. Zbl 1101.93074Baxendale, Peter; Chigansky, Pavel; Liptser, Robert 27 2004 Mixed Gaussian processes: a filtering approach. Zbl 1351.60038Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina 20 2016 Stability of nonlinear filters in nonmixing case. Zbl 1065.93034Chigansky, Pavel; Liptser, Robert 14 2004 Intrinsic methods in filter stability. Zbl 1223.93108Chigansky, P.; Liptser, R.; van Handel, R. 9 2011 Maximum likelihood estimator for hidden Markov models in continuous time. Zbl 1205.62120Chigansky, Pavel 8 2009 Mixed fractional Brownian motion: a spectral take. Zbl 1425.60038Chigansky, P.; Kleptsyna, M.; Marushkevych, D. 8 2020 A complete solution to Blackwell’s unique ergodicity problem for hidden Markov chains. Zbl 1202.93159Chigansky, Pavel; van Handel, Ramon 7 2010 Model robustness of finite state nonlinear filtering over the infinite time horizon. Zbl 1126.93055Chigansky, Pavel; van Handel, Ramon 7 2007 Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053Chigansky, P.; Kleptsyna, M. 7 2019 On the emergence of random initial conditions in fluid limits. Zbl 1356.60053Barbour, A. D.; Chigansky, P.; Klebaner, F. C. 7 2016 On a role of predictor in the filtering stability. Zbl 1111.60022Chigansky, Pavel; Liptser, Robert 5 2006 What can be observed in real time PCR and when does it show? Zbl 1382.92217Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C. 5 2018 Moderate deviations for a diffusion-type process in a random environment. Zbl 1197.60094Chigansky, P.; Liptser, R. 3 2009 Stability of the nonlinear filter for slowly switching Markov chains. Zbl 1108.93069Chigansky, Pavel 3 2006 An ergodic theorem for filtering with applications to stability. Zbl 1157.94324Chigansky, Pavel 3 2006 On the eigenproblem for Gaussian bridges. Zbl 1462.60044Chigansky, Pavel; Kleptsyna, Marina; Marushkevych, Dmytro 3 2020 On the Viterbi process with continuous state space. Zbl 1345.62116Chigansky, Pavel; Ritov, Yaacov 3 2011 On nonlinear TAR processes and threshold estimation. Zbl 1325.62102Chigansky, P.; Kutoyants, Yu. A. 2 2012 Persistence of small noise and random initial conditions. Zbl 1431.60085Baker, J.; Chigansky, P.; Hamza, K.; Klebaner, F. C. 2 2018 On filtering of Markov chains in strong noise. Zbl 1323.62091Chigansky, Pavel 1 2006 Estimation in threshold autoregressive models with correlated innovations. Zbl 1273.62207Chigansky, P.; Kutoyants, Yu. A. 1 2013 The Euler-Maruyama approximation for the absorption time of the CEV diffusion. Zbl 1248.60061Chigansky, Pavel; Klebaner, Fima C. 1 2012 Sharp asymptotics in a fractional Sturm-Liouville problem. Zbl 1498.34082Chigansky, Pavel; Kleptsyna, Marina 1 2021 Sharp asymptotics in a fractional Sturm-Liouville problem. Zbl 1498.34082Chigansky, Pavel; Kleptsyna, Marina 1 2021 Mixed fractional Brownian motion: a spectral take. Zbl 1425.60038Chigansky, P.; Kleptsyna, M.; Marushkevych, D. 8 2020 On the eigenproblem for Gaussian bridges. Zbl 1462.60044Chigansky, Pavel; Kleptsyna, Marina; Marushkevych, Dmytro 3 2020 Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053Chigansky, P.; Kleptsyna, M. 7 2019 What can be observed in real time PCR and when does it show? Zbl 1382.92217Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C. 5 2018 Persistence of small noise and random initial conditions. Zbl 1431.60085Baker, J.; Chigansky, P.; Hamza, K.; Klebaner, F. C. 2 2018 Mixed Gaussian processes: a filtering approach. Zbl 1351.60038Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina 20 2016 On the emergence of random initial conditions in fluid limits. Zbl 1356.60053Barbour, A. D.; Chigansky, P.; Klebaner, F. C. 7 2016 Estimation in threshold autoregressive models with correlated innovations. Zbl 1273.62207Chigansky, P.; Kutoyants, Yu. A. 1 2013 On nonlinear TAR processes and threshold estimation. Zbl 1325.62102Chigansky, P.; Kutoyants, Yu. A. 2 2012 The Euler-Maruyama approximation for the absorption time of the CEV diffusion. Zbl 1248.60061Chigansky, Pavel; Klebaner, Fima C. 1 2012 Intrinsic methods in filter stability. Zbl 1223.93108Chigansky, P.; Liptser, R.; van Handel, R. 9 2011 On the Viterbi process with continuous state space. Zbl 1345.62116Chigansky, Pavel; Ritov, Yaacov 3 2011 A complete solution to Blackwell’s unique ergodicity problem for hidden Markov chains. Zbl 1202.93159Chigansky, Pavel; van Handel, Ramon 7 2010 On the stability of positive linear switched systems under arbitrary switching laws. Zbl 1367.93431Fainshil, Lior; Margaliot, Michael; Chigansky, Pavel 67 2009 Maximum likelihood estimator for hidden Markov models in continuous time. Zbl 1205.62120Chigansky, Pavel 8 2009 Moderate deviations for a diffusion-type process in a random environment. Zbl 1197.60094Chigansky, P.; Liptser, R. 3 2009 Model robustness of finite state nonlinear filtering over the infinite time horizon. Zbl 1126.93055Chigansky, Pavel; van Handel, Ramon 7 2007 On a role of predictor in the filtering stability. Zbl 1111.60022Chigansky, Pavel; Liptser, Robert 5 2006 Stability of the nonlinear filter for slowly switching Markov chains. Zbl 1108.93069Chigansky, Pavel 3 2006 An ergodic theorem for filtering with applications to stability. Zbl 1157.94324Chigansky, Pavel 3 2006 On filtering of Markov chains in strong noise. Zbl 1323.62091Chigansky, Pavel 1 2006 Asymptotic stability of the Wonham filter: Ergodic and nonergodic signals. Zbl 1101.93074Baxendale, Peter; Chigansky, Pavel; Liptser, Robert 27 2004 Stability of nonlinear filters in nonmixing case. Zbl 1065.93034Chigansky, Pavel; Liptser, Robert 14 2004 all cited Publications top 5 cited Publications all top 5 Cited by 244 Authors 12 Chigansky, Pavel 11 Sun, Yuangong 9 van Handel, Ramon 9 Zhang, Junfeng 7 Kleptsyna, Marina L. 5 Klebaner, Fima C. 5 Kutoyants, Yury A. 5 Meng, Fanwei 5 Prakasa Rao, B. L. S. 4 Han, Zhengzhi 4 Jagers, Peter 4 Lember, Jüri 4 Yüksel, Serdar 4 Zhao, Xudong 3 Cai, Chunhao 3 Douc, Randal 3 Margaliot, Michael 3 Mishura, Yuliya Stepanivna 3 Moulines, Eric 3 Nazarov, Alexander I. 3 Shi, Peng 3 Sova, Joonas 3 Stettner, Łukasz 3 Veretennikov, Alexander Yu. 3 Wu, Zhaorong 3 Xiang, Zhengrong 3 Zhang, Lixian 3 Zheng, Yan 2 Baker, Jeremy 2 Brouste, Alexandre 2 Di Masi, Giovanni B. 2 Dong, Jiuxiang 2 Duchamps, Jean-Jil 2 Feng, Gang 2 Foutel-Rodier, Félix 2 Hamza, Kais 2 Ju, Yanhao 2 Jungers, Raphaël M. 2 Kara, Ali Devran 2 Li, Yanan 2 Marushkevych, Dmytro 2 Mason, Oliver 2 McDonald, Curtis 2 Protasov, Vladimir Yu. 2 Ralchenko, Kostiantyn V. 2 Schertzer, Emmanuel 2 Shao, Zhen 2 Su, Qingyu 2 Wirth, Fabian Roger 2 Xiao, Wei-Lin 2 Yin, Qitian 2 Zhai, Ding 2 Zhang, Qingling 2 Zhao, Ping 2 Zhao, Yan 2 Zhu, Fubo 1 Afterman, Danielle 1 Ailliot, Pierre 1 Ait Rami, Mustapha 1 Allan, Andrew L. 1 An, Liwei 1 Apte, Amit 1 Asadollahi, Mostafa 1 Aslmostafa, Ehsan 1 Avetisian, Diana 1 Badamchizadeh, Mohammad Ali 1 Bäuerle, Nicole 1 Benaïm, Michel 1 Bian, Yixin 1 Blanquart, François 1 Bokharaie, Vahid Samadi 1 Bui, Van Bien 1 Cai, Xiushan 1 Calvet, Laurent-Emmanuel 1 Cavicchioli, Maddalena 1 Chen, Guopei 1 Chen, Tefang 1 Cheng, Xuwen 1 Chi, Zhiyi 1 Confortola, Fulvia 1 Courau, Philibert 1 Crisan, Dan O. 1 Czellar, Veronika 1 Czuppon, Peter 1 Delibaşı, Akın 1 Deng, Xuanjin 1 Ding, Zhengtao 1 Dong, Jiu-Gang 1 Dou, Liqian 1 Du, Jun 1 Efimov, Denis V. 1 Fan, Yougao 1 Fei, Shumin 1 Feng, Zhi 1 Fornasini, Ettore 1 Fort, Gersende 1 Foxall, Eric 1 Fuhrman, Marco 1 Gall, Jürgen 1 Gamblin, Jasmine ...and 144 more Authors all top 5 Cited in 72 Serials 14 Nonlinear Analysis. Hybrid Systems 8 The Annals of Applied Probability 7 Journal of the Franklin Institute 7 Automatica 7 Stochastic Processes and their Applications 6 Systems & Control Letters 5 Journal of Mathematical Biology 5 International Journal of Systems Science. Principles and Applications of Systems and Integration 4 International Journal of Control 4 Applied Mathematics and Computation 4 SIAM Journal on Control and Optimization 4 Optimal Control Applications & Methods 4 Stochastic Analysis and Applications 4 Statistical Inference for Stochastic Processes 3 Circuits, Systems, and Signal Processing 3 Electronic Journal of Probability 3 Stochastics 2 Physica A 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Communications in Statistics. Theory and Methods 2 International Journal of Robust and Nonlinear Control 2 Abstract and Applied Analysis 2 Discrete and Continuous Dynamical Systems. Series B 2 Stochastic Models 2 Electronic Journal of Statistics 2 Modern Stochastics. Theory and Applications 1 Advances in Applied Probability 1 International Journal of Systems Science 1 Israel Journal of Mathematics 1 Journal of Mathematical Analysis and Applications 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 Dissertationes Mathematicae 1 Information Sciences 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Integral Equations and Applications 1 Automation and Remote Control 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Journal of Mathematical Imaging and Vision 1 Theory of Probability and Mathematical Statistics 1 Journal of Mathematical Sciences (New York) 1 Complexity 1 Electronic Communications in Probability 1 Bernoulli 1 Mathematical Problems in Engineering 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Communications in Contemporary Mathematics 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Modelling and Control 1 Foundations of Computational Mathematics 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Probability Surveys 1 Sankhyā. Series A 1 Asian Journal of Control 1 Statistics & Risk Modeling 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Mathematics 1 SIAM/ASA Journal on Uncertainty Quantification 1 AIMS Mathematics 1 Foundations of Data Science all top 5 Cited in 25 Fields 98 Systems theory; control (93-XX) 80 Probability theory and stochastic processes (60-XX) 45 Statistics (62-XX) 12 Biology and other natural sciences (92-XX) 10 Ordinary differential equations (34-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Operations research, mathematical programming (90-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Computer science (68-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Information and communication theory, circuits (94-XX) 3 Partial differential equations (35-XX) 3 Integral equations (45-XX) 3 Numerical analysis (65-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Difference and functional equations (39-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) Citations by Year