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ORCIDRobert Sh. Liptser
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Journal Articles
- 2005
[j8]L. Goldentayer, Fima C. Klebaner
, Robert Sh. Liptser:
Tracking Volatility. Probl. Inf. Transm. 41(3): 212-229 (2005)- 2004
- [j7]Vyacheslav M. Abramov, Robert Sh. Liptser:
On Existence of Limiting Distribution for Time-Nonhomogeneous Countable Markov Process. Queueing Syst. Theory Appl. 46(3-4): 353-361 (2004) - [j6]Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser:
Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. SIAM J. Control. Optim. 43(2): 643-669 (2004) - 2002
- [j5]P. I. Kitsul, Robert Sh. Liptser, A. P. Serebrovski:
Markovianity of a subset of components of a Markov process. Syst. Control. Lett. 46(4): 237-242 (2002) - [j4]Francesco Carravetta, Alfredo Germani, Robert Sh. Liptser, Costanzo Manes:
Filtering of Nonlinear Stochastic Feedback Systems. SIAM J. Control. Optim. 40(5): 1576-1584 (2002) - 1995
- [j3]Robert Sh. Liptser, Wolfgang J. Runggaldier:
Nonlinear filters for linear models (a robust approach). IEEE Trans. Inf. Theory 41(4): 1001-1009 (1995) - 1993
- [j2]Robert Sh. Liptser:
Large deviations for a simple closed queueing model. Queueing Syst. Theory Appl. 14(1-2): 1-31 (1993) - [j1]Yaakov Kogan, Robert Sh. Liptser:
Limit non-stationary behavior of large closed queueing networks with bottlenecks. Queueing Syst. Theory Appl. 14(1-2): 33-55 (1993)
Conference and Workshop Papers
- 2000
- [c2]Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii:
Tracking volatility (stock markets). CDC 2000: 1189-1193 - [c1]Francesco Carravetta, Alfredo Germani, Robert Sh. Liptser, Costanzo Manes:
Filtering of nonlinear stochastic feedback systems. CDC 2000: 4270-4273
Coauthor Index
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