R. Z. Khas’minskiĭ

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

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1966 · 589 citations

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

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1960 · 351 citations

Recurrent Diffusion Processes, Parabolic Equations, Stochastic Dynamical System +4

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

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1967 · 322 citations

Stochastic Hybrid System, Linear Stochastic Systems, Engineering +8

Stability of regime-switching diffusions

R. Z. Khas’minskiĭ, Chao Zhu, George Yin · Stochastic Processes and their Applications · 2007 · 198 citations

Physics, Stability, Diffusion Process +3

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

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1985 · 135 citations

Linear Functional, Density Estimation, Engineering +13