Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations. - Rafail Z. Khasminskii; Gang George Yin (SIAM J. Appl. Math., 1996)

On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components. - Rafail Z. Khasminskii; Gang George Yin (SIAM J. Appl. Math., 1996)

Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation. - Nikolai Moshchuk; Rafail Z. Khasminskii (SIAM J. Appl. Math., 1998)

On Averaging Principles: An Asymptotic Expansion Approach. - Rafail Z. Khasminskii; Gang George Yin (SIAM J. Math. Anal., 2004)

On-line estimation of smooth signals with partial observation. - Pao-Liu Chow; Rafail Z. Khasminskii (Probl. Inf. Transm., 2006)

Nonparametric estimation of signal amplitude in white Gaussian noise. - Rafail Z. Khasminskii (Probl. Inf. Transm., 2008)

Method of Lyapunov functions for analysis of absorption and explosion in Markov chains. - Pao-Liu Chow; Rafail Z. Khasminskii (Probl. Inf. Transm., 2011)

Stability of regime-switching stochastic differential equations. - Rafail Z. Khasminskii (Probl. Inf. Transm., 2012)