Publications

2011
P. Chigansky, Liptser, R. , and Van Handel, R. . 2011. “Intrinsic Methods In Filter Stability”. In The Oxford Handbook Of Nonlinear Filtering, Pp. 319–351. Oxford Univ. Press, Oxford.
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Pavel Chigansky and Ritov, Yaacov . 2011. “On The Viterbi Process With Continuous State Space”. Bernoulli, 17, 2, Pp. 609–627. doi:10.3150/10-BEJ294.
2010
Pavel Chigansky and van Handel, Ramon . 2010. “A Complete Solution To Blackwell'S Unique Ergodicity Problem For Hidden Markov Chains”. Ann. Appl. Probab., 20, 6, Pp. 2318–2345. doi:10.1214/10-AAP688.
2009
Lior Fainshil, Margaliot, Michael , and Chigansky, Pavel . 2009. “On The Stability Of Positive Linear Switched Systems Under Arbitrary Switching Laws”. Ieee Trans. Automat. Control, 54, 4, Pp. 897–899. doi:10.1109/TAC.2008.2010974.
Pavel Chigansky. 2009. “Maximum Likelihood Estimator For Hidden Markov Models In Continuous Time”. Stat. Inference Stoch. Process., 12, 2, Pp. 139–163. doi:10.1007/s11203-008-9025-4.
R. Sh. Liptser and Chiganski\uı, P.. 2009. “Moderate Deviations For A Diffusion-Type Process In A Random Environment”. Teor. Veroyatn. Primen., 54, 1, Pp. 39–62. doi:10.1137/S0040585X97983973.
2008
Pavel Chigansky and Klebaner, Fima C. . 2008. “Distribution Of The Brownian Motion On Its Way To Hitting Zero”. Electron. Commun. Probab., 13, Pp. 641–648. doi:10.1214/ECP.v13-1432.
2007
Pavel Chigansky and Liptser, Robert . 2007. “The Freidlin-Wentzell Ldp With Rapidly Growing Coefficients”. In Stochastic Differential Equations: Theory And Applications, 2:Pp. 197–219. World Sci. Publ., Hackensack, NJ. doi:10.1142/9789812770639_0007.
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Pavel Chigansky and van Handel, Ramon . 2007. “Model Robustness Of Finite State Nonlinear Filtering Over The Infinite Time Horizon”. Ann. Appl. Probab., 17, 2, Pp. 688–715. doi:10.1214/105051606000000871.
2006
Pavel Chigansky. 2006. “An Ergodic Theorem For Filtering With Applications To Stability”. Systems Control Lett., 55, 11, Pp. 908–917. doi:10.1016/j.sysconle.2006.06.001.
Pavel Chigansky. 2006. “On Filtering Of Markov Chains In Strong Noise”. Ieee Trans. Inform. Theory, 52, 9, Pp. 4267–4272. doi:10.1109/TIT.2006.880042.
Pavel Chigansky and Liptser, Robert . 2006. “On A Role Of Predictor In The Filtering Stability”. Electron. Comm. Probab., 11, Pp. 129–140. doi:10.1214/ECP.v11-1205.
Pavel Chigansky. 2006. “Stability Of The Nonlinear Filter For Slowly Switching Markov Chains”. Stochastic Process. Appl., 116, 8, Pp. 1185–1194. doi:10.1016/j.spa.2006.02.007.
2004
Peter Baxendale, Chigansky, Pavel , and Liptser, Robert . 2004. “Asymptotic Stability Of The Wonham Filter: Ergodic And Nonergodic Signals”. Siam J. Control Optim., 43, 2, Pp. 643–669. doi:10.1137/S0363012902416924.
Pavel Chigansky and Liptser, Robert . 2004. “Stability Of Nonlinear Filters In Nonmixing Case”. Ann. Appl. Probab., 14, 4, Pp. 2038–2056. doi:10.1214/105051604000000873.
2001
P. Chigansky, Liptser, R. , and Bobrovsky, B. Z. . 2001. “A Simple Asymptotically Optimal Filter Over An Infinite Horizon”. J. Appl. Math. Stochastic Anal., 14, 1, Pp. 93–112. doi:10.1155/S1048953301000089.
1998
R. Liptser and Muzhikanov, P. . 1998. “Filtering With A Limiter (Improved Performance)”. J. Appl. Math. Stochastic Anal., 11, 3, Pp. 289–300. doi:10.1155/S1048953398000240.

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