Limit non-stationary behavior of large closed queueing networks with bottlenecks. - Yaakov Kogan; Robert Sh. Liptser (Queueing Syst. Theory Appl., 1993)

Large deviations for a simple closed queueing model. - Robert Sh. Liptser (Queueing Syst. Theory Appl., 1993)

Nonlinear filters for linear models (a robust approach). - Robert Sh. Liptser; Wolfgang J. Runggaldier (IEEE Trans. Inf. Theory, 1995)

Tracking volatility (stock markets). - Jaksa Cvitanic; Robert Sh. Liptser; Boris Rozovskii (CDC, 2000)

Markovianity of a subset of components of a Markov process. - P. I. Kitsul; Robert Sh. Liptser; A. P. Serebrovski (Syst. Control. Lett., 2002)

Filtering of Nonlinear Stochastic Feedback Systems. - Francesco Carravetta; Alfredo Germani; Robert Sh. Liptser; Costanzo Manes (SIAM J. Control. Optim., 2002)

On Existence of Limiting Distribution for Time-Nonhomogeneous Countable Markov Process. - Vyacheslav M. Abramov; Robert Sh. Liptser (Queueing Syst. Theory Appl., 2004)

Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. - Peter Baxendale; Pavel Chigansky; Robert Sh. Liptser (SIAM J. Control. Optim., 2004)

Tracking Volatility. - L. Goldentayer; Fima C. Klebaner; Robert Sh. Liptser (Probl. Inf. Transm., 2005)