R.Sh. Liptser: search on Z-Library

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1

A strong law of large numbers for local martingales

Journal:

Year:

1980

Language:

english

File:

PDF, 381 KB

english, 1980

2

On the variation distance for probability measures defined on a filtered space

Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev

Journal:

Probability Theory and Related Fields

Year:

1986

Language:

english

File:

PDF, 707 KB

english, 1986

3

On diffusion approximations for filtering

Robert Sh. Liptser, Wolfgang J. Runggaldier

Journal:

Stochastic Processes and their Applications

Year:

1991

Language:

english

File:

PDF, 1.59 MB

english, 1991

4

On convergence in variation of the distributions of multivariate point processes

Yu. M. Kabanov, R. Sh. Liptser

Journal:

Probability Theory and Related Fields

Year:

1983

Language:

english

File:

PDF, 428 KB

english, 1983

5

Diffusion Approximation of Systems with Arrival Depending on Queue, and with Arbitrary Servicing

Krichagina, E. V., Liptser, R. Sh., Pukhal’skii, A. A.

Journal:

Theory of Probability & Its Applications

Year:

1989

Language:

english

File:

PDF, 818 KB

english, 1989

6

Weak and Strong Convergence of the Distributions of Counting Processes

Kabanov, Yu. M., Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1984

Language:

english

File:

PDF, 2.51 MB

english, 1984

7

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Semimartingales. II. Canonical Representation

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 9.26 MB

english, 1989

8

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Semimartingales. I. Stochastic Integral

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 3.79 MB

english, 1989

9

[Mathematics and Its Applications] Theory of Martingales Volume 49 || The Space D. Relative Compactness of Probability Distributions of Semimartingales

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 3.49 MB

english, 1989

10

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 3.57 MB

english, 1989

11

Limit theorems on large deviations for semimartingales

Liptser, Robert sh., pukhalskii, Anatolii

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1992

Language:

english

File:

PDF, 1.25 MB

english, 1992

12

On a recurrence method for computing normal solutions of linear algebraic equations

E.L. Zhukovskii, R.Sh. Liptser

Journal:

USSR Computational Mathematics and Mathematical Physics

Year:

1972

Language:

english

File:

PDF, 1002 KB

english, 1972

13

The computing of pseudo-inverse matrices

E.L. Zhukovskii, R.Sh. Liptser

Journal:

USSR Computational Mathematics and Mathematical Physics

Year:

1975

Language:

english

File:

PDF, 321 KB

english, 1975

14

Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation

R.Sh. Liptser, Y. Steinberg, B.Z. Bobrovsky, Z. Schuss

Journal:

Stochastic Processes and their Applications

Year:

1996

Language:

english

File:

PDF, 981 KB

english, 1996

15

On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales

R. Sh. Liptser, A. N. Shiryaev

Journal:

Probability Theory and Related Fields

Year:

1982

Language:

english

File:

PDF, 326 KB

english, 1982

16

Extrapolation and filtration of some Markov processes. II

Journal:

Cybernetics and Systems Analysis

Year:

1968

Language:

english

File:

PDF, 440 KB

english, 1968

17

The control of a wiener process with incomplete data

Journal:

Cybernetics and Systems Analysis

Year:

1965

Language:

english

File:

PDF, 202 KB

english, 1965

18

Tracking Volatility

L. Goldentayer, F. Klebaner, R. Sh. Liptser

Journal:

Problems of Information Transmission

Year:

2005

Language:

english

File:

PDF, 334 KB

english, 2005

19

Large deviations for a simple closed queueing model

Robert Sh. Liptser

Journal:

Queueing Systems

Year:

1993

Language:

english

File:

PDF, 1.16 MB

english, 1993

20

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

Yaakov Kogan, Robert Sh. Liptser

Journal:

Queueing Systems

Year:

1993

Language:

english

File:

PDF, 915 KB

english, 1993

21

Nonlinear filters for linear models (a robust approach)

Liptser, R.Sh., Runggaldier, W.J.

Journal:

IEEE Transactions on Information Theory

Year:

1995

Language:

english

File:

PDF, 591 KB

english, 1995

22

Deterministic Approximation for Stochastic Control Problems

Liptser, R. Sh., Runggaldier, W. J., Taksar, M.

Journal:

SIAM Journal on Control and Optimization

Year:

1996

Language:

english

File:

PDF, 1.47 MB

english, 1996

23

On Filtration and Prediction of Components in Diffusion Markov Processes

Liptser, R. Sh.

Journal:

Theory of Probability & Its Applications

Year:

1967

Language:

english

File:

PDF, 172 KB

english, 1967

24

The Extrapolation of Multidimensional Markov Processes from Incomplete Data

Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1968

Language:

english

File:

PDF, 1.60 MB

english, 1968

25

On the Invariance Principle for Semi-Martingales: The “Nonclassical” Case

Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1984

Language:

english

File:

PDF, 1.88 MB

english, 1984

26

On the Rate of Convergence in the Central Limit Theorem for Semimartingales

Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1982

Language:

english

File:

PDF, 707 KB

english, 1982

27

A Bayesian Problem of Sequential Search in Diffusion Approximation

Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1965

Language:

english

File:

PDF, 780 KB

english, 1965

28

Non-Linear Interpolation of Components of Markov Diffusion Processes (Direct Equations, Effective Formulas)

Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1968

Language:

english

File:

PDF, 1.57 MB

english, 1968

29

A Comparison of Linear and Nonlinear Filtration of Some Markov Processes

Liptser, R. Sh.

Journal:

Theory of Probability & Its Applications

Year:

1966

Language:

english

File:

PDF, 476 KB

english, 1966

30

A Functional Central Limit Theorem for Semimartingales

Liptser, R. Sh., Shiryayev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1981

Language:

english

File:

PDF, 1.38 MB

english, 1981

31

On Necessary and Sufficient Conditions in the Functional Central Limit Theorem for Semimartingales

Liptser, R. Sh., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

1981

Language:

english

File:

PDF, 461 KB

english, 1981

32

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 6.53 MB

english, 1989

33

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Random Measures and their Compensators

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 2.18 MB

english, 1989

34

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 1.93 MB

english, 1989

35

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Basic Concepts and the Review of Results of «The General Theory of Stochastic Processes»

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 4.85 MB

english, 1989

36

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 3.26 MB

english, 1989

37

[Mathematics and Its Applications] Theory of Martingales Volume 49 || Diffusion Approximation for Semimartingales with a Normal Reflection in a Convex Region

Liptser, R. Sh., Shiryayev, A. N.

Year:

1989

Language:

english

File:

PDF, 1.67 MB

english, 1989

38

Gaussian Martingales and a Generalization of the Kalman-Bucy Filter

Liptser, R. Sh.

Journal:

Theory of Probability & Its Applications

Year:

1976

Language:

english

File:

PDF, 1.14 MB

english, 1976

39

An Example of Large Deviations for a Stationary Process

Gulinsky, O. V., Liptser, R. Sh.

Journal:

Theory of Probability & Its Applications

Year:

2000

Language:

english

File:

PDF, 207 KB

english, 2000

40

On the Representation of Local Martingales

Liptser, R. Sh.

Journal:

Theory of Probability & Its Applications

Year:

1977

Language:

english

File:

PDF, 796 KB

english, 1977

41

Diffusional Approximation for Processes with the Normal Reflection

Anulova, S. V., Liptser, B. Sh.

Journal:

Theory of Probability & Its Applications

Year:

1991

Language:

english

File:

PDF, 1.21 MB

english, 1991

42

Necessary and sufficient conditions for contiguity and entire asymptotic separation of probability measures

Liptser, R Sh, Pukel'sheim, F, Shiryaev, A N

Journal:

Russian Mathematical Surveys

Year:

1982

Language:

english

File:

PDF, 1.04 MB

english, 1982

43

Diffusion Approximation in Past Dependent Models and Applications to Option Pricing

Paolo Kind, Robert Sh. Liptser and Wolfgang J. Runggaldier

Journal:

The Annals of Applied Probability

Year:

1991

Language:

english

File:

PDF, 2.21 MB

english, 1991

44

Some limit theorems for simple point processes (a martingale approach)

Kabanov, YU. M., Liptser, R. SH, Shiryaev, A. N

Journal:

Year:

1980

Language:

english

File:

PDF, 531 KB

english, 1980

45

Nonlinear Filtering Problem with Contamination

M. L. Kleptsina, R. Sh. Liptser and A. P. Serebrovski

Journal:

The Annals of Applied Probability

Year:

1997

Language:

english

File:

PDF, 1.59 MB

english, 1997

46

Generalized Observations Control in Problems of Stochastical Optimization

Butov, A.A., Kuznetsov, N.A., Liptser, R. Sh, Miller, B.M., Rubinovich, E.Ya., Serebrovskii, A.P., Yashin, A.I.

Journal:

IFAC Proceedings Volumes

Year:

1981

Language:

english

File:

PDF, 1.64 MB

english, 1981