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
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
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
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 equations1
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 restrictions
 
1992-01-01Paper
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 4194987 (Why is no real title available?)
 
1990-01-01Paper
scientific article; zbMATH DE number 4143239 (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 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
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 4155676 (Why is no real title available?)
 
1988-01-01Paper
Some Problems on Nonparametric Estimation in Gaussian White Noise
Theory of Probability & Its Applications
1987-01-01Paper
scientific article; zbMATH DE number 4032841 (Why is no real title available?)
 
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
Asymptotically efficient nonparametric estimation of functionals of a spectral density function
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1986-01-01Paper
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
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
scientific article; zbMATH DE number 3844864 (Why is no real title available?)
 
1984-01-01Paper
Signal-phase estimation in a nonparametric situation
Problems of Information Transmission
1984-01-01Paper
More on the estimation of distribution densities
Journal of Soviet Mathematics
1984-01-01Paper
Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\)
Journal of Soviet Mathematics
1984-01-01Paper
scientific article; zbMATH DE number 3860175 (Why is no real title available?)
 
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
Estimation of Distribution Density Belonging to a Class of Entire Functions
Theory of Probability & Its Applications
1982-01-01Paper
scientific article; zbMATH DE number 3778550 (Why is no real title available?)
 
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
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 3766865 (Why is no real title available?)
 
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
A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric
Theory of Probability & Its Applications
1979-01-01Paper
scientific article; zbMATH DE number 3682854 (Why is no real title available?)
 
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 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
scientific article; zbMATH DE number 3656965 (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
scientific article; zbMATH DE number 3674003 (Why is no real title available?)
 
1978-01-01Paper
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
Stochastic approximation methods in nonlinear regression models1
Series Statistics
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
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 3524582 (Why is no real title available?)
 
1975-01-01Paper
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
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
scientific article; zbMATH DE number 3553601 (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
scientific article; zbMATH DE number 3555885 (Why is no real title available?)
 
1973-01-01Paper
An adaptive Robbins-Monro procedure
Automation and Remote Control
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
Convergence of moments of the Robbins-Monro procedure
Automation and Remote Control
1973-01-01Paper
scientific article; zbMATH DE number 3454671 (Why is no real title available?)
 
1973-01-01Paper
ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATES FOR SAMPLES WITH A DISCONTINUOUS DENSITY
Mathematics of the USSR-Sbornik
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 3447913 (Why is no real title available?)
 
1973-01-01Paper
scientific article; zbMATH DE number 3439842 (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 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
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 3422242 (Why is no real title available?)
 
1970-01-01Paper
scientific article; zbMATH DE number 3368017 (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
Stability in the first approximation for stochastic systems
Journal of Applied Mathematics and Mechanics
1967-01-01Paper
scientific article; zbMATH DE number 3245900 (Why is no real title available?)
 
1967-01-01Paper
On Stochastic Processes Defined by Differential Equations with a Small Parameter
Theory of Probability & Its Applications
1966-01-01Paper
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
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 3238981 (Why is no real title available?)
 
1966-01-01Paper
On Equations of Brownian Motion
Theory of Probability & Its Applications
1965-01-01Paper
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 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
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 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
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
scientific article; zbMATH DE number 3333821 (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
scientific article; zbMATH DE number 3205735 (Why is no real title available?)
 
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