Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. - Peter Baxendale; Pavel Chigansky; Robert Sh. Liptser (SIAM J. Control. Optim., 2004)

Stability of the nonlinear filter for slowly switching HMM. - Pavel Chigansky (CDC/ECC, 2005)

An ergodic theorem for filtering with applications to stability. - Pavel Chigansky (Syst. Control. Lett., 2006)

On Filtering of Markov Chains in Strong Noise. - Pavel Chigansky (IEEE Trans. Inf. Theory, 2006)

A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains - Pavel Chigansky; Ramon van Handel (CoRR, 2009)

On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws. - Lior Fainshil; Michael Margaliot; Pavel Chigansky (IEEE Trans. Autom. Control., 2009)

The Euler-Maruyama approximation for the absorbtion times - Pavel Chigansky; Fima C. Klebaner (CoRR, 2011)

On the emergence of random initial conditions in fluid limits. - A. D. Barbour; Pavel Chigansky; Fima C. Klebaner (J. Appl. Probab., 2016)

Asymptotic Accuracy in Estimation of a Fractional Signal in a Small White Noise. - Marina L. Kleptsyna; Dmytro A. Marushkevych; Pavel Yu. Chigansky (Autom. Remote. Control., 2020)

Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics. - Danielle Afterman; Pavel Chigansky; Marina L. Kleptsyna; Dmytro A. Marushkevych (SIAM J. Control. Optim., 2022)