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Person:689462
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m AuthorDisambiguator moved page Person:1229533 to Rafail Z. Khasminskii: Duplicate
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Revision as of 19:46, 11 December 2023

Available identifiers

zbMath Open khasminskij.rafail-zalmanovichWikidataQ102127888 ScholiaQ102127888MaRDI QIDQ689462

List of research outcomes

PublicationDate of PublicationType
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients2023-06-26Paper
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients2022-05-16Paper
On parameter estimation of hidden telegraph process2018-02-15Paper
Estimation of nonlinear functionals revisited2014-06-06Paper
Almost sure explosion of solutions to stochastic differential equations2014-02-06Paper
Stability of regime-switching stochastic differential equations2013-01-02Paper
On-line estimation of smooth signals with partial observation2012-05-09Paper
Method of Lyapunov functions for analysis of absorption and explosion in Markov chains2012-03-13Paper
Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson2011-09-19Paper
https://portal.mardi4nfdi.de/entity/Q36452152009-11-16Paper
Asymptotic properties of parabolic systems for null-recurrent switching diffusions2009-11-13Paper
Nonparametric estimation of signal amplitude in white Gaussian noise2009-10-20Paper
Stability of regime-switching diffusions2007-07-27Paper
ON THE REPLICATOR DYNAMICS BEHAVIOR UNDER STRATONOVICH TYPE RANDOM PERTURBATIONS2006-08-14Paper
Uniform asymptotic expansions for pricing European options2006-03-02Paper
STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS2005-11-03Paper
Limit behavior of two-time-scale diffusions revisited2005-05-04Paper
NONLINEAR FILTERING OF SMOOTH SIGNALS2005-03-30Paper
On Averaging Principles: An Asymptotic Expansion Approach2005-02-28Paper
On estimation of time dependent spatial signal in Gaussian white noise.2005-02-25Paper
On Parameter Estimation for Linear and Nonlinear Stochastic Systems2005-02-11Paper
On averaging principle for diffusion processes with null-recurrent fast component.2004-11-26Paper
Limit distributions of some integral functionals for null-recurrent diffusions.2004-09-22Paper
ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS2004-05-18Paper
Asymptotic properties of solutions of parabolic equations arising from transient diffusions2004-03-17Paper
Online Estimation of a Smooth Regression Function2004-01-21Paper
A NOTE ON AVERAGING AND HOMOGENIZATION2003-12-16Paper
Some results on the Lotka--Volterra model and its small random perturbations2003-12-09Paper
Robert Adol'fovich Minlos (on his 70th birthday)2003-10-07Paper
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations.2003-05-06Paper
Estimation of parameters of linear stochastic difference equations.2003-02-10Paper
Statistical approach to some ill-posed problems for linear partial differential equations2002-04-25Paper
On the estimation of parameters for linear stochastic differential equations2002-03-06Paper
https://portal.mardi4nfdi.de/entity/Q44382092002-01-01Paper
Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part III2001-10-22Paper
Adaptive design for estimation of unknown parameters in linear systems2001-08-20Paper
Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part II2001-05-02Paper
Certain estimation problems for stochastic partial differential equations.2001-02-13Paper
Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part I2000-06-06Paper
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions2000-04-27Paper
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings2000-04-04Paper
Estimation of parameters of linear homogeneous stochastic differential equations2000-03-01Paper
Singularly perturbed diffusisons: Rapid switchings and fast diffusions.1999-12-19Paper
Stability index for products of random transformations1999-09-29Paper
https://portal.mardi4nfdi.de/entity/Q43559881999-03-03Paper
Tracking of signals and its derivatives in Gaussian white noise1999-01-14Paper
Stationary solutions of nonlinear stochastic evolution equations11998-11-12Paper
On parameter estimation from indirect observations1998-07-08Paper
Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation1998-05-10Paper
Statistical approach to dynamical inverse problems1997-12-10Paper
Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations1997-10-26Paper
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions1997-09-02Paper
Asymptotic filtering for finite state Markov chains1997-08-07Paper
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components1997-06-10Paper
https://portal.mardi4nfdi.de/entity/Q56882341997-03-11Paper
https://portal.mardi4nfdi.de/entity/Q48905351997-02-04Paper
Parameter estimation of a signal from linear indirect observations1997-01-09Paper
Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains1996-11-14Paper
https://portal.mardi4nfdi.de/entity/Q48663931996-06-11Paper
https://portal.mardi4nfdi.de/entity/Q48391191995-12-11Paper
Asymptotic solutions of linear partial differential equations of first order having random coefficients1995-04-11Paper
https://portal.mardi4nfdi.de/entity/Q43266131995-03-22Paper
https://portal.mardi4nfdi.de/entity/Q42814331994-11-29Paper
On the time a diffusion process spends along a line1994-01-02Paper
On some filtration procedure for jump Markov process observed in white Gaussian noise1993-05-16Paper
Estimating a Parameter under LAN Conditions with Restrictions1993-05-16Paper
Asymptotically normal families of distributions and efficient estimation1992-06-28Paper
A simplified filtration procedure for a partially observed Markov process1992-06-26Paper
Carrier phase estimators in phase-shift keying modulation1992-06-25Paper
Some Optimal Algorithms of Random Multiple Access1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33628821992-01-01Paper
On density estimation in the view of Kolmogorov's ideas in approximation theory1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32121581990-01-01Paper
Estimating the value of a linear functional of a distribution density1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739511989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38189801989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47321111989-01-01Paper
Nonparametric estimation of a linear functional of the regression function for a given observation design1988-01-01Paper
Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34841871988-01-01Paper
Estimation of a linear functional from indirect observations1987-01-01Paper
Some Problems on Nonparametric Estimation in Gaussian White Noise1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37731031987-01-01Paper
Estimation of Linear Functionals in Gaussian Noise1987-01-01Paper
A uniform condition of local asymptotic normality1986-01-01Paper
Asymptotically efficient nonparametric estimation of functionals of a spectral density function1986-01-01Paper
Nonparametric estimation of a linear functional of the regression function in observation planning1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114841986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47254921986-01-01Paper
On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise1985-01-01Paper
Signal-phase estimation in a nonparametric situation1984-01-01Paper
More on the estimation of distribution densities1984-01-01Paper
Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\)1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33147831984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275071984-01-01Paper
Estimation of the maximum value of a signal in Gaussian white noise1983-01-01Paper
Estimation of distribution density1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30403141983-01-01Paper
Estimation of Distribution Density Belonging to a Class of Entire Functions1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39577971982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39592861982-01-01Paper
Bounds for the Risks of Non-Parametric Regression Estimates1982-01-01Paper
Method of descent for stochastic systems of differential equations1981-01-01Paper
Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39204371981-01-01Paper
Estimates of the Signal, Its Derivatives and Point of Maximum for Gaussian Distributions1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39469721981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39484591981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36642421980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38832491980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39022551980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39069321980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39406501980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39498401980-01-01Paper
Channel capacity with a constraint on the smoothness of the transmitted signal1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32078441979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38529771979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38581291979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38622341979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38785531979-01-01Paper
A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39204361979-01-01Paper
Asymptotic behavior of statistical estimators of the location parameter for samples with continuous density with singularities1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38559721978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38708161978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32060251977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41307701977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41425071977-01-01Paper
Stochastic approximation methods in nonlinear regression models11977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41714311977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41714321977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41740841977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41347161976-01-01Paper
On a lower bound for moments of point estimators1975-01-01Paper
Local Asymptotic Normality for Non-Identically Distributed Observations1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41012311975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41026041975-01-01Paper
Properties of Maximum Likelihood and Bayes’ Estimators for Non-Identically Distributed Observations1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40622941974-01-01Paper
On Sequential Estimation of the Location Parameter for Families of Distributions with Discontinuous Densities1974-01-01Paper
On Sequential Estimation1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40850791974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41091481974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41727761974-01-01Paper
An adaptive Robbins-Monro procedure1973-01-01Paper
Convergence of moments of the Robbins-Monro procedure1973-01-01Paper
Asymptotic Analysis of Statistical Estimators for the “Almost Smooth” Case1973-01-01Paper
Sequential Estimation of the Parameter of a Markov Chain1973-01-01Paper
ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATES FOR SAMPLES WITH A DISCONTINUOUS DENSITY1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40579471973-01-01Paper
On Moments of Generalized Bayesian Estimators and Maximum Likelihood Estimators1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40927771973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41272261973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41283931973-01-01Paper
Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47725381973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47781571973-01-01Paper
Admissibility of Pitman estimators for a location parameter1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40499351972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40947621972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44036081972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47658831972-01-01Paper
Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44032051971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44042641971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56492501971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56710081971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56405871970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56845471970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40654021969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56165131969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47658181968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55786081968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56390961968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55338921967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55744101967-01-01Paper
Stability in the first approximation for stochastic systems1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40429671966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55264421966-01-01Paper
Stability of a linear system with random disturbances of its parameters1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55346501966-01-01Paper
On the stability of nonlinear stochastic systems1966-01-01Paper
On Stochastic Processes Defined by Differential Equations with a Small Parameter1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56011701966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44030991965-01-01Paper
On Equations of Brownian Motion1965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53453071965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55583101965-01-01Paper
On the stability of the trajectory of markov processes1964-01-01Paper
The behavior of a conservative system under the action of slight friction and slight random noise1964-01-01Paper
The behavior of a self-oscillating system acted upon by slight noise1963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55552881963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55612831963-01-01Paper
Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion1963-01-01Paper
On Limit Distributions of Sums of Conditionally Independent Random Variables1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57268671962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57314761962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57329761962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53315911962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56114681962-01-01Paper
Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations1961-01-01Paper
Diffusion Processes and Elliptic Differential Equations Degenerating at the Boundary of the Domain1961-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32695351960-01-01Paper
On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$1959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32297131955-01-01Paper

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