R Khasminskii
Affiliations: | Wayne State University, Detroit, MI, United States |
Area:
MathematicsGoogle:
"R Khasminskii"
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Publications
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| Chow PL, Khasminskii R. (2014) Almost sure explosion of solutions to stochastic differential equations Stochastic Processes and Their Applications. 124: 639-645 |
| Khasminskii R. (2005) Nonlinear Filtering Of Smooth Signals Stochastics and Dynamics. 5: 27-35 |
| Khasminskii R, Milstein GN. (2004) Stability Of Gyroscopic Systems Under Small Random Excitations Stochastics and Dynamics. 4: 107-133 |
| Khasminskii R, Klebaner FC. (2001) Long term behavior of solutions of the Lotka-Volterra system under small random perturbations Annals of Applied Probability. 11: 952-963 |
| Khasminskii R, Milstein GN. (2001) On Estimation Of The Linearized Drift For Nonlinear Stochastic Differential Equations Stochastics and Dynamics. 1: 23-43 |
| Chow P-, Khasminskii R, Liptser R. (2001) On estimation of time dependent spatial signal in Gaussian white noise Stochastic Processes and Their Applications. 96: 161-175 |
| Khasminskii R, Krylov N, Moshchuk N. (1999) On the estimation of parameters for linear stochastic differential equations Probability Theory and Related Fields. 113: 443-472 |
| Chow P-, Khasminskii R, Liptser R. (1997) Tracking of signal and its derivatives in Gaussian white noise Stochastic Processes and Their Applications. 69: 259-273 |
| Khasminskii R, Zeitouni O. (1996) Asymptotic filtering for finite state Markov chains Stochastic Processes and Their Applications. 63: 1-10 |
| Moshchuk N, Ibrahim RA, Khasminskii R. (1995) Response statistics of ocean structures to non-linear hydrodynamic loading. Part I: gaussian ocean waves Journal of Sound and Vibration. 184: 681-701 |