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R. Liptser

Identifiers

  • name variant R. Liptser 0.60 · backfill

Papers (21)

  1. When a Stochastic Exponential is a True Martingale. Extension of a Method of Bene^s math.PR · 2011 · author #2
  2. The Euler-Maruyama approximations for the CEV model math.PR · 2010 · author #3
  3. Bene$\check{\bf S}$ condition for discontinuous exponential martingale math.PR · 2009 · author #1
  4. Large Deviations Application to Billingsley's Example math.PR · 2009 · author #1
  5. Large deviations for a scalar diffusion in random environment math.PR · 2006 · author #2
  6. The Freidlin-Wentzell LDP with rapidly growing coefficients math.PR · 2006 · author #2
  7. Large Deviations for Past-Dependent Recursions math.PR · 2006 · author #2
  8. Asymptotic analysis of ruin in CEV model math.PR · 2005 · author #2
  9. Large deviations for two scaled diffusions math.PR · 2005 · author #1
  10. Cramer's theorem for nonnegative multivariate point processes with independent increments math.PR · 2005 · author #2
  11. Likely path to extinction for simple branching model (Large Deviations approach) math.PR · 2005 · author #2
  12. On a role of predictor in the filtering stability math.PR · 2005 · author #2
  13. On tail distributions of supremum and quadratic variation of local martingales math.PR · 2005 · author #1
  14. Moderate deviation principle for ergodic Markov chain. Lipschitz summands math.PR · 2005 · author #3
  15. Examples of moderate deviation principle for diffusion processes math.PR · 2005 · author #2
  16. Moderate deviation principle for exponentially ergodic Markov chain math.PR · 2004 · author #3
  17. MDP for integral functionals of fast and slow processes with averaging math.PR · 2003 · author #2
  18. On-line tracking of a smooth regression function math.ST · 2002 · author #2
  19. Asymptotic stability of the Wonham filter for ergodic and nonergodic signals math.PR · 2002 · author #3
  20. On diffusion approximation with discontinuous coefficients math.PR · 2002 · author #2
  21. On exponential stability of Wonham filter math.PR · 2002 · author #2

Mentions

  • 1112.0430 #2 · backfill · confidence 0.70 R. Liptser
  • 1005.0728 #3 · backfill · confidence 0.70 R. Liptser
  • 0911.0641 #1 · backfill · confidence 0.70 R. Liptser
  • 0905.4334 #1 · backfill · confidence 0.70 R. Liptser

Frequent Coauthors