The following pages link to Robert Sh. Liptser (Q688642):
Displaying 50 items.
- (Q188397) (redirect page) (← links)
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- (Q553453) (redirect page) (← links)
- The Euler-Maruyama approximations for the CEV model (Q553454) (← links)
- On existence of limiting distribution for time-nonhomogeneous countable Markov process (Q596385) (← links)
- Large deviations for a simple closed queueing model (Q688643) (← links)
- Limit non-stationary behavior of large closed queueing networks with bottlenecks (Q688645) (← links)
- (Q755509) (redirect page) (← links)
- Robust Kalman filter in discrete time (Q755510) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- On diffusion approximations for filtering (Q808521) (← links)
- Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- Likely path to extinction in simple branching models with large initial population (Q871362) (← links)
- Applications of martingale methods (Q914274) (← links)
- (Q995840) (redirect page) (← links)
- On-line tracking of a smooth regression function (Q995841) (← links)
- (Q1074949) (redirect page) (← links)
- On contiguity of probability measures corresponding to semimartingales (Q1074950) (← links)
- Gaussian diffusion approximation of closed Markov models of computer networks (Q1089677) (← links)
- Large deviations for past-dependent recursions. (Q1130112) (← links)
- Filtering with a limiter (improved performance) (Q1271248) (← links)
- Tracking of signals and its derivatives in Gaussian white noise (Q1275949) (← links)
- Moderate deviations type evaluation for integral functionals of diffusion processes (Q1307030) (← links)
- Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case) (Q1344658) (← links)
- Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation (Q1374637) (← links)
- Nonlinear filtering problem with contamination (Q1379714) (← links)
- Some results on the Lotka--Volterra model and its small random perturbations (Q1415878) (← links)
- Moderate deviations for randomly perturbed dynamical systems (Q1593615) (← links)
- Markovianity of a subset of components of a Markov process (Q1603623) (← links)
- On estimation of time dependent spatial signal in Gaussian white noise. (Q1766014) (← links)
- Stability of nonlinear filters in nonmixing case (Q1769423) (← links)
- Equation s of a near-optimum Kalman filter with a singular covariance matrix for the noise in the observations (Q1844184) (← links)
- Asymptotic analysis and extinction in a stochastic Lotka-Volterra model (Q1872443) (← links)
- Large deviations for two scaled diffusions (Q1924277) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Tracking volatility (Q2432948) (← links)
- On a role of predictor in the filtering stability (Q2433677) (← links)
- Examples of moderate deviation principle for diffusion processes (Q2471398) (← links)
- MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
- Designing a random dunction generator for simulating diffusion-type Markov processes on an analog computer (Q2524957) (← links)
- Application of conditional semiinvariants in problems of nonlinear filtering of Markov processes (Q2537720) (← links)
- Simulation of stochastic differential equations connected with the 'disorder' Problem by means of analog computers (Q2543271) (← links)
- The solution of continuous-time dual control problems (Q2543273) (← links)
- Nonlinear filtering of Markov diffusion processes (Q2548831) (← links)
- On diffusion approximation with discountinuous coefficients. (Q2574527) (← links)
- Diffusion Approximation and Optimal Stochastic Control (Q2711151) (← links)
- (Q2726269) (← links)
- (Q3015748) (← links)
- (Q3198648) (← links)
