Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations. - Sergey V. Lototsky; Boris L. Rozovskii (IEEE Trans. Autom. Control., 1998)

Tracking volatility (stock markets). - Jaksa Cvitanic; Robert Sh. Liptser; Boris Rozovskii (CDC, 2000)

Approximation of the Kushner Equation for Nonlinear Filtering. - Kazufumi Ito; Boris Rozovskii (SIAM J. Control. Optim., 2000)

A diffusion model of roundtrip time. - Stephan Bohacek; Boris Rozovskii (Comput. Stat. Data Anal., 2004)

Stochastic Navier-Stokes Equations for Turbulent Flows. - R. Mikulevicius; Boris L. Rozovskii (SIAM J. Math. Anal., 2004)

Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. - Thomas Y. Hou 001; Wuan Luo; Boris Rozovskii; Haomin Zhou 001 (J. Comput. Phys., 2006)

A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. - Alexander G. Tartakovsky; Boris Rozovskii; Rudolf B. Blazek; Hongjoong Kim (IEEE Trans. Signal Process., 2006)

Stochastic Partial Differential Equations Driven by Purely Spatial Noise. - Sergey V. Lototsky; Boris L. Rozovskii (SIAM J. Math. Anal., 2009)

Randomization of Forcing in Large Systems of PDEs for Improvement of Energy Estimates. - Chia Ying Lee; Boris L. Rozovskii; Haomin Zhou 001 (Multiscale Model. Simul., 2010)

Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system. - Jun H. Park; Boris Rozovskii; Richard B. Sowers (LMS J. Comput. Math., 2011)

Itô Integral. - Boris L. Rozovskii (International Encyclopedia of Statistical Science, 2011)

A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations. - Zhongqiang Zhang; Boris Rozovskii; Michael V. Tretyakov; George E. Karniadakis (SIAM J. Sci. Comput., 2012)

The Wick-Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients. - Xiaoliang Wan; Boris L. Rozovskii (SIAM J. Sci. Comput., 2013)

A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise. - Zhongqiang Zhang; Michael V. Tretyakov; Boris Rozovskii; George E. Karniadakis (SIAM J. Sci. Comput., 2014)

Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise. - Zhongqiang Zhang; Michael V. Tretyakov; Boris Rozovskii; George E. Karniadakis (SIAM J. Numer. Anal., 2015)

Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise. - Zhongqiang Zhang; Boris Rozovskii; George E. Karniadakis (Numerische Mathematik, 2016)