Robert Sh. Liptser

According to our database, Robert Sh. Liptser authored at least 9 papers between 1993 and 2005.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2005

Tracking Volatility.

L. Goldentayer, Fima C. Klebaner, Robert Sh. Liptser

Probl. Inf. Transm., 2005

2004

Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals.

Peter Baxendale, Pavel Chigansky, Robert Sh. Liptser

SIAM J. Control. Optim., 2004

On Existence of Limiting Distribution for Time-Nonhomogeneous Countable Markov Process.

Vyacheslav M. Abramov, Robert Sh. Liptser

Queueing Syst. Theory Appl., 2004

2002

Filtering of Nonlinear Stochastic Feedback Systems.

Francesco Carravetta, Alfredo Germani, Robert Sh. Liptser, Costanzo Manes

SIAM J. Control. Optim., 2002

Markovianity of a subset of components of a Markov process.

P. I. Kitsul, Robert Sh. Liptser, A. P. Serebrovski

Syst. Control. Lett., 2002

2000

Tracking volatility (stock markets).

Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii

Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1995

Nonlinear filters for linear models (a robust approach).

Robert Sh. Liptser, Wolfgang J. Runggaldier

IEEE Trans. Inf. Theory, 1995

1993

Large deviations for a simple closed queueing model.

Robert Sh. Liptser

Queueing Syst. Theory Appl., 1993

Limit non-stationary behavior of large closed queueing networks with bottlenecks.

Yaakov Kogan, Robert Sh. Liptser

Queueing Syst. Theory Appl., 1993