R. Z. Khas'minskiĭ

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal input and asymptotically efficient estimation in some wave equations
Mathematical Methods of Statistics
2026-01-26Paper
Almost-sure explosive solutions of some nonlinear parabolic Itô equations
Communications on Stochastic Analysis
2025-09-25Paper
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
Stochastic and Partial Differential Equations. Analysis and Computations
2023-06-26Paper
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
Statistical Inference for Stochastic Processes
2022-05-16Paper
On parameter estimation of hidden telegraph process
Bernoulli
2018-02-15Paper
On parameter estimation of hidden telegraph process
Bernoulli
2018-02-15Paper
Estimation of nonlinear functionals revisited
Journal of Mathematical Sciences (New York)
2014-06-06Paper
Almost sure explosion of solutions to stochastic differential equations
Stochastic Processes and their Applications
2014-02-06Paper
Stability of regime-switching stochastic differential equations
Problems of Information Transmission
2013-01-02Paper
On-line estimation of smooth signals with partial observation
Problems of Information Transmission
2012-05-09Paper
Method of Lyapunov functions for analysis of absorption and explosion in Markov chains
Problems of Information Transmission
2012-03-13Paper
Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
Stochastic Modelling and Applied Probability
2011-09-19Paper
scientific article; zbMATH DE number 5633833 (Why is no real title available?)2009-11-16Paper
scientific article; zbMATH DE number 5633833 (Why is no real title available?)2009-11-16Paper
Asymptotic properties of parabolic systems for null-recurrent switching diffusions
Acta Mathematicae Applicatae Sinica. English Series
2009-11-13Paper
Nonparametric estimation of signal amplitude in white Gaussian noise
Problems of Information Transmission
2009-10-20Paper
Stability of regime-switching diffusions
Stochastic Processes and their Applications
2007-07-27Paper
ON THE REPLICATOR DYNAMICS BEHAVIOR UNDER STRATONOVICH TYPE RANDOM PERTURBATIONS
Stochastics and Dynamics
2006-08-14Paper
Uniform asymptotic expansions for pricing European options
Applied Mathematics and Optimization
2006-03-02Paper
STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS
Stochastics and Dynamics
2005-11-03Paper
Limit behavior of two-time-scale diffusions revisited
Journal of Differential Equations
2005-05-04Paper
NONLINEAR FILTERING OF SMOOTH SIGNALS
Stochastics and Dynamics
2005-03-30Paper
On Averaging Principles: An Asymptotic Expansion Approach
SIAM Journal on Mathematical Analysis
2005-02-28Paper
On estimation of time dependent spatial signal in Gaussian white noise.
Stochastic Processes and their Applications
2005-02-25Paper
On Parameter Estimation for Linear and Nonlinear Stochastic Systems
Solid Mechanics and Its Applications
2005-02-11Paper
On averaging principle for diffusion processes with null-recurrent fast component.
Stochastic Processes and their Applications
2004-11-26Paper
Limit distributions of some integral functionals for null-recurrent diffusions.
Stochastic Processes and their Applications
2004-09-22Paper
ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
Stochastics and Dynamics
2004-05-18Paper
Asymptotic properties of solutions of parabolic equations arising from transient diffusions
Acta Mathematicae Applicatae Sinica. English Series
2004-03-17Paper
Online Estimation of a Smooth Regression Function
Theory of Probability & Its Applications
2004-01-21Paper
A NOTE ON AVERAGING AND HOMOGENIZATION
Stochastics and Dynamics
2003-12-16Paper
Some results on the Lotka--Volterra model and its small random perturbations
Acta Applicandae Mathematicae
2003-12-09Paper
Robert Adol'fovich Minlos (on his 70th birthday)
Russian Mathematical Surveys
2003-10-07Paper
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations.
The Annals of Applied Probability
2003-05-06Paper
Estimation of parameters of linear stochastic difference equations.
Mathematical Methods of Statistics
2003-02-10Paper
Statistical approach to some ill-posed problems for linear partial differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-04-25Paper
On the estimation of parameters for linear stochastic differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-03-06Paper
scientific article; zbMATH DE number 2015374 (Why is no real title available?)2002-01-01Paper
Estimation problems for coefficients of stochastic partial differential equations. III
Theory of Probability and its Applications
2001-10-22Paper
Adaptive design for estimation of unknown parameters in linear systems
Problems of Information Transmission
2001-08-20Paper
Estimation problems for coefficients of stochastic partial differential equations. II
Theory of Probability and its Applications
2001-05-02Paper
Certain estimation problems for stochastic partial differential equations.
Doklady Mathematics
2001-02-13Paper
Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part I
Theory of Probability & Its Applications
2000-06-06Paper
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
Journal of Differential Equations
2000-04-27Paper
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
Journal of Mathematical Analysis and Applications
2000-04-04Paper
Estimation of parameters of linear homogeneous stochastic differential equations
Stochastic Processes and their Applications
2000-03-01Paper
Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
Journal of Optimization Theory and Applications
1999-12-19Paper
Stability index for products of random transformations
Advances in Applied Probability
1999-09-29Paper
scientific article; zbMATH DE number 1064654 (Why is no real title available?)1999-03-03Paper
Tracking of signals and its derivatives in Gaussian white noise
Stochastic Processes and their Applications
1999-01-14Paper
Stationary solutions of nonlinear stochastic evolution equations<sup>1</sup>
Stochastic Analysis and Applications
1998-11-12Paper
On parameter estimation from indirect observations
Problems of Information Transmission
1998-07-08Paper
Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
SIAM Journal on Applied Mathematics
1998-05-10Paper
Statistical approach to dynamical inverse problems
Communications in Mathematical Physics
1997-12-10Paper
Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
SIAM Journal on Applied Mathematics
1997-10-26Paper
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
Quarterly of Applied Mathematics
1997-09-02Paper
Asymptotic filtering for finite state Markov chains
Stochastic Processes and their Applications
1997-08-07Paper
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
SIAM Journal on Applied Mathematics
1997-06-10Paper
scientific article; zbMATH DE number 970112 (Why is no real title available?)1997-03-11Paper
scientific article; zbMATH DE number 919684 (Why is no real title available?)1997-02-04Paper
Parameter estimation of a signal from linear indirect observations
Mathematical Methods of Statistics
1997-01-09Paper
Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
SIAM Journal on Applied Mathematics
1996-11-14Paper
scientific article; zbMATH DE number 850368 (Why is no real title available?)1996-06-11Paper
scientific article; zbMATH DE number 774064 (Why is no real title available?)1995-12-11Paper
Asymptotic solutions of linear partial differential equations of first order having random coefficients
Random Operators and Stochastic Equations
1995-04-11Paper
scientific article; zbMATH DE number 736269 (Why is no real title available?)1995-03-22Paper
scientific article; zbMATH DE number 512564 (Why is no real title available?)1994-11-29Paper
On the time a diffusion process spends along a line
Stochastic Processes and their Applications
1994-01-02Paper
On some filtration procedure for jump Markov process observed in white Gaussian noise
The Annals of Statistics
1993-05-16Paper
Estimating a Parameter under LAN Conditions with Restrictions
Theory of Probability & Its Applications
1993-05-16Paper
Asymptotically normal families of distributions and efficient estimation
The Annals of Statistics
1992-06-28Paper
A simplified filtration procedure for a partially observed Markov process
Russian Mathematical Surveys
1992-06-26Paper
Some Optimal Algorithms of Random Multiple Access
Theory of Probability & Its Applications
1992-06-25Paper
Carrier phase estimators in phase-shift keying modulation
Problems of Information Transmission
1992-06-25Paper
Estimating a parameter under LAN conditions with restrictions1992-01-01Paper
scientific article; zbMATH DE number 4194987 (Why is no real title available?)1990-01-01Paper
On density estimation in the view of Kolmogorov's ideas in approximation theory
The Annals of Statistics
1990-01-01Paper
scientific article; zbMATH DE number 4143239 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4091398 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4117853 (Why is no real title available?)1989-01-01Paper
Estimating the value of a linear functional of a distribution density
Journal of Soviet Mathematics
1989-01-01Paper
scientific article; zbMATH DE number 4155676 (Why is no real title available?)1988-01-01Paper
Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise
Problems of Information Transmission
1988-01-01Paper
Nonparametric estimation of a linear functional of the regression function for a given observation design
Problems of Information Transmission
1988-01-01Paper
scientific article; zbMATH DE number 4032841 (Why is no real title available?)1987-01-01Paper
Some Problems on Nonparametric Estimation in Gaussian White Noise
Theory of Probability & Its Applications
1987-01-01Paper
Estimation of a linear functional from indirect observations
Problems of Information Transmission
1987-01-01Paper
Estimation of Linear Functionals in Gaussian Noise
Theory of Probability & Its Applications
1987-01-01Paper
scientific article; zbMATH DE number 3940442 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3998977 (Why is no real title available?)1986-01-01Paper
Asymptotically efficient nonparametric estimation of functionals of a spectral density function
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1986-01-01Paper
A uniform condition of local asymptotic normality
Journal of Soviet Mathematics
1986-01-01Paper
Nonparametric estimation of a linear functional of the regression function in observation planning
Problems of Information Transmission
1986-01-01Paper
On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
Theory of Probability & Its Applications
1985-01-01Paper
More on the estimation of distribution densities
Journal of Soviet Mathematics
1984-01-01Paper
scientific article; zbMATH DE number 3844864 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3860175 (Why is no real title available?)1984-01-01Paper
Signal-phase estimation in a nonparametric situation
Problems of Information Transmission
1984-01-01Paper
Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\)
Journal of Soviet Mathematics
1984-01-01Paper
Estimation of distribution density
Journal of Soviet Mathematics
1983-01-01Paper
scientific article; zbMATH DE number 3835138 (Why is no real title available?)1983-01-01Paper
Estimation of the maximum value of a signal in Gaussian white noise
Mathematical Notes
1983-01-01Paper
scientific article; zbMATH DE number 3780407 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3778550 (Why is no real title available?)1982-01-01Paper
Estimation of Distribution Density Belonging to a Class of Entire Functions
Theory of Probability & Its Applications
1982-01-01Paper
Bounds for the Risks of Non-Parametric Regression Estimates
Theory of Probability & Its Applications
1982-01-01Paper
scientific article; zbMATH DE number 3733065 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3764948 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3766865 (Why is no real title available?)1981-01-01Paper
Estimates of the Signal, Its Derivatives and Point of Maximum for Gaussian Distributions
Theory of Probability & Its Applications
1981-01-01Paper
Method of descent for stochastic systems of differential equations
Journal of Soviet Mathematics
1981-01-01Paper
Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density
Journal of Soviet Mathematics
1981-01-01Paper
scientific article; zbMATH DE number 3688420 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3768815 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3757505 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3716617 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3816854 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3711109 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3653342 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3733064 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3682854 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3649772 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3659451 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3664171 (Why is no real title available?)1979-01-01Paper
A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric
Theory of Probability & Its Applications
1979-01-01Paper
Channel capacity with a constraint on the smoothness of the transmitted signal
Problems of Information Transmission
1979-01-01Paper
scientific article; zbMATH DE number 3656965 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3674003 (Why is no real title available?)1978-01-01Paper
Asymptotic behavior of statistical estimators of the location parameter for samples with continuous density with singularities
Journal of Soviet Mathematics
1978-01-01Paper
Stochastic approximation methods in nonlinear regression models<sup>1</sup>
Series Statistics
1977-01-01Paper
scientific article; zbMATH DE number 3605767 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3605766 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3571306 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3647836 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3558730 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3608970 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3562269 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3522925 (Why is no real title available?)1975-01-01Paper
scientific article; zbMATH DE number 3524582 (Why is no real title available?)1975-01-01Paper
Local Asymptotic Normality for Non-Identically Distributed Observations
Theory of Probability & Its Applications
1975-01-01Paper
On a lower bound for moments of point estimators
The Annals of Statistics
1975-01-01Paper
Properties of Maximum Likelihood and Bayes’ Estimators for Non-Identically Distributed Observations
Theory of Probability & Its Applications
1975-01-01Paper
scientific article; zbMATH DE number 3607335 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3478713 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3504286 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3532383 (Why is no real title available?)1974-01-01Paper
On Sequential Estimation of the Location Parameter for Families of Distributions with Discontinuous Densities
Theory of Probability & Its Applications
1974-01-01Paper
On Sequential Estimation
Theory of Probability & Its Applications
1974-01-01Paper
ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATES FOR SAMPLES WITH A DISCONTINUOUS DENSITY
Mathematics of the USSR-Sbornik
1973-01-01Paper
scientific article; zbMATH DE number 3553601 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3555885 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3513142 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3474767 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3454671 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3447913 (Why is no real title available?)1973-01-01Paper
Asymptotic Analysis of Statistical Estimators for the “Almost Smooth” Case
Theory of Probability & Its Applications
1973-01-01Paper
Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
Theory of Probability & Its Applications
1973-01-01Paper
On Moments of Generalized Bayesian Estimators and Maximum Likelihood Estimators
Theory of Probability & Its Applications
1973-01-01Paper
An adaptive Robbins-Monro procedure
Automation and Remote Control
1973-01-01Paper
Convergence of moments of the Robbins-Monro procedure
Automation and Remote Control
1973-01-01Paper
Sequential Estimation of the Parameter of a Markov Chain
Theory of Probability & Its Applications
1973-01-01Paper
scientific article; zbMATH DE number 3439842 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3464659 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3515366 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3436495 (Why is no real title available?)1972-01-01Paper
Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
Theory of Probability & Its Applications
1972-01-01Paper
Admissibility of Pitman estimators for a location parameter
Journal of Soviet Mathematics
1972-01-01Paper
scientific article; zbMATH DE number 3404748 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3434965 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3438215 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3378380 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3368017 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3422242 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3339874 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3482194 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3366247 (Why is no real title available?)1968-01-01Paper
scientific article; zbMATH DE number 3439770 (Why is no real title available?)1968-01-01Paper
scientific article; zbMATH DE number 3298390 (Why is no real title available?)1968-01-01Paper
scientific article; zbMATH DE number 3291634 (Why is no real title available?)1967-01-01Paper
scientific article; zbMATH DE number 3245900 (Why is no real title available?)1967-01-01Paper
Stability in the first approximation for stochastic systems
Journal of Applied Mathematics and Mechanics
1967-01-01Paper
scientific article; zbMATH DE number 3321765 (Why is no real title available?)1966-01-01Paper
scientific article; zbMATH DE number 3456801 (Why is no real title available?)1966-01-01Paper
scientific article; zbMATH DE number 3247748 (Why is no real title available?)1966-01-01Paper
scientific article; zbMATH DE number 3238981 (Why is no real title available?)1966-01-01Paper
On Stochastic Processes Defined by Differential Equations with a Small Parameter
Theory of Probability & Its Applications
1966-01-01Paper
Stability of a linear system with random disturbances of its parameters
Journal of Applied Mathematics and Mechanics
1966-01-01Paper
On the stability of nonlinear stochastic systems
Journal of Applied Mathematics and Mechanics
1966-01-01Paper
scientific article; zbMATH DE number 3434851 (Why is no real title available?)1965-01-01Paper
scientific article; zbMATH DE number 3218224 (Why is no real title available?)1965-01-01Paper
scientific article; zbMATH DE number 3273571 (Why is no real title available?)1965-01-01Paper
On Equations of Brownian Motion
Theory of Probability & Its Applications
1965-01-01Paper
On the stability of the trajectory of markov processes
Journal of Applied Mathematics and Mechanics
1964-01-01Paper
The behavior of a conservative system under the action of slight friction and slight random noise
Journal of Applied Mathematics and Mechanics
1964-01-01Paper
scientific article; zbMATH DE number 3270222 (Why is no real title available?)1963-01-01Paper
scientific article; zbMATH DE number 3276804 (Why is no real title available?)1963-01-01Paper
The behavior of a self-oscillating system acted upon by slight noise
Journal of Applied Mathematics and Mechanics
1963-01-01Paper
Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
Theory of Probability & Its Applications
1963-01-01Paper
scientific article; zbMATH DE number 3333821 (Why is no real title available?)1962-01-01Paper
scientific article; zbMATH DE number 3205735 (Why is no real title available?)1962-01-01Paper
scientific article; zbMATH DE number 3190527 (Why is no real title available?)1962-01-01Paper
scientific article; zbMATH DE number 3195110 (Why is no real title available?)1962-01-01Paper
scientific article; zbMATH DE number 3196594 (Why is no real title available?)1962-01-01Paper
On Limit Distributions of Sums of Conditionally Independent Random Variables
Theory of Probability & Its Applications
1962-01-01Paper
Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
Theory of Probability & Its Applications
1961-01-01Paper
Diffusion Processes and Elliptic Differential Equations Degenerating at the Boundary of the Domain
Theory of Probability & Its Applications
1961-01-01Paper
scientific article; zbMATH DE number 3152028 (Why is no real title available?)1960-01-01Paper
On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
Theory of Probability & Its Applications
1959-01-01Paper
scientific article; zbMATH DE number 3115399 (Why is no real title available?)1955-01-01Paper


Research outcomes over time


This page was built for person: R. Z. Khas'minskiĭ