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1

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Boundedness in Probability and Stability of Stochastic Processes Defined by Differential Equations

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 491 KB

english, 2012

2

Estimation of parameters of linear homogeneous stochastic differential equations

Andrius Jankunas, Rafail Z. Khasminskii

Journal:

Stochastic Processes and their Applications

Year:

1997

Language:

english

File:

PDF, 553 KB

english, 1997

3

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Some Special Problems in the Theory of Stability of SDE’s

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 343 KB

english, 2012

4

Asymptotic filtering for finite state Markov chains

Rafail Khasminskii, Ofer Zeitouni

Journal:

Stochastic Processes and their Applications

Year:

1996

Language:

english

File:

PDF, 390 KB

english, 1996

5

Statistical approach to some ill-posed problems for linear partial differential equations

Pao-Liu Chow, Ildar A. Ibragimov, Rafail Z. Khasminskii

Journal:

Probability Theory and Related Fields

Year:

1999

Language:

english

File:

PDF, 138 KB

english, 1999

6

On the time a diffusion process spends along a line

Nils Lid Hjort, Rafail Z. Khasminskii

Journal:

Stochastic Processes and their Applications

Year:

1993

Language:

english

File:

PDF, 1.07 MB

english, 1993

7

Uniform Asymptotic Expansions for Pricing European Options

Rafail Z. Khasminskii, G. Yin

Journal:

Applied Mathematics & Optimization

Year:

2005

Language:

english

File:

PDF, 222 KB

english, 2005

8

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Markov Processes and Stochastic Differential Equations

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 477 KB

english, 2012

9

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || || Front_matter

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 213 KB

english, 2012

10

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Systems of Linear Stochastic Equations

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 513 KB

english, 2012

11

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Stationary and Periodic Solutions of Differential Equations

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 289 KB

english, 2012

12

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Stability of Stochastic Differential Equations

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 417 KB

english, 2012

13

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Ergodic Properties of Solutions of Stochastic Equations

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 535 KB

english, 2012

14

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Stabilization of Controlled Stochastic Systems

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 233 KB

english, 2012

15

Almost sure explosion of solutions to stochastic differential equations

Chow, Pao-Liu, Khasminskii, Rafail

Journal:

Stochastic Processes and their Applications

Year:

2014

Language:

english

File:

PDF, 189 KB

english, 2014

16

[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 ||

Khasminskii, Rafail

Year:

2012

Language:

english

File:

PDF, 213 KB

english, 2012

17

Stationary solutions of nonlinear stochastic evolution equations 1

Chow, Pao-Liu, Khasminskii, Rafail Z.

Journal:

Stochastic Analysis and Applications

Year:

1997

Language:

english

File:

PDF, 763 KB

english, 1997

18

On parameter estimation of hidden telegraph process

Khasminskii, Rafail Z., Kutoyants, Yury A.

Journal:

Year:

2018

Language:

english

File:

PDF, 224 KB

english, 2018