Pavel Chigansky

Available identifiers

zbMath Open chigansky.pavelMaRDI QIDQ317496

List of research outcomes

Publication	Date of Publication	Type
An approximation of populations on a habitat with large carrying capacity	2024-03-27	Paper
Estimation of the Hurst parameter from continuous noisy data	2024-01-05	Paper
Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics	2022-06-01	Paper
Sharp asymptotics in a fractional Sturm-Liouville problem	2021-08-17	Paper
On the establishment of a mutant	2020-05-23	Paper
On the eigenproblem for Gaussian bridges	2020-04-27	Paper
Persistence of small noise and random initial conditions	2020-02-05	Paper
Populations with interaction and environmental dependence: From few, (almost) independent, members into deterministic evolution of high densities	2019-07-03	Paper
What can be observed in real time PCR and when does it show?	2018-02-12	Paper
On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws	2017-08-08	Paper
On the emergence of random initial conditions in fluid limits	2017-01-17	Paper
Mixed Gaussian processes: a filtering approach	2016-09-30	Paper
Exact asymptotics in eigenproblems for fractional Brownian covariance operators	2016-01-21	Paper
Book Reviews	2014-04-24	Paper
Compound Poisson approximation for triangular arrays with application to threshold estimation	2012-10-23	Paper
On the Viterbi process with continuous state space	2012-09-19	Paper
The Euler-Maruyama approximation for the absorption time of the CEV diffusion	2012-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q3015748	2011-07-13	Paper
Maximum likelihood estimator for hidden Markov models in continuous time	2011-02-15	Paper
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains	2010-12-27	Paper
Moderate Deviations for a Diffusion-Type Process in a Random Environment	2010-08-16	Paper
Distribution of the Brownian motion on its way to hitting zero	2009-11-20	Paper
On Filtering of Markov Chains in Strong Noise	2008-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q5423775	2007-10-31	Paper
Model robustness of finite state nonlinear filtering over the infinite time horizon	2007-10-22	Paper
An ergodic theorem for filtering with applications to stability	2007-04-11	Paper
On a role of predictor in the filtering stability	2006-11-03	Paper
Stability of the nonlinear filter for slowly switching Markov chains	2006-10-05	Paper
Stability of nonlinear filters in nonmixing case	2005-03-21	Paper
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals	2005-02-28	Paper
On exponential stability of Wonham filter	2002-04-22	Paper
A simple asymptotically optimal filter over an infinite horizon	2001-11-07	Paper

Research outcomes over time

Doctoral students

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