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R. Z. Khas’minskiĭ | Researchclopedia

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R. Z. Khas’minskiĭ

Wayne State University

135

Works

7,167

Citations

33

h-index

58

i10-index

Research Topics

Stochastic processes and financial applications Statistical Methods and Inference Advanced Mathematical Modeling in Engineering

Affiliations

Northwestern University1994–1994

Wayne State University1994–2022

Steklov Mathematical Institute1982–1982

Institute for Information Transmission Problems1968–2022

Top Works

Stochastic Stability of Differential Equations

R. Z. Khas’minskiĭ

20113,200 citations

Stochastic processes and statistical mechanics

Bayesian Methods and Mixture Models

A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand Sides

R. Z. Khas’minskiĭ

1966591 citations

Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations

R. Z. Khas’minskiĭ

1960352 citations

Necessary and Sufficient Conditions for the Asymptotic Stability of Linear Stochastic Systems

R. Z. Khas’minskiĭ

1967322 citations

Stability of regime-switching diffusions

R. Z. Khas’minskiĭ,Chao Zhu,et al.

2007199 citations

On Averaging Principles: An Asymptotic Expansion Approach

R. Z. Khas’minskiĭ,George Yin

2004135 citations

On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise

И. А. Ибрагимов,R. Z. Khas’minskiĭ

1985135 citations

Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion

R. Z. Khas’minskiĭ

1963116 citations

Long term behavior of solutions of the Lotka-Volterra system under small random perturbations

R. Z. Khas’minskiĭ,Fima C. Klebaner

2001102 citations