A Filtering Approach to Tracking Volatility from Prices Observed at Random Times von Cvitanić, Jakša, Liptser, Robert, Rozovskii, Boris

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Stability of Nonlinear Filters in Nonmixing Case von Chigansky, Pavel, Liptser, Robert

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Theory of Martingales von Liptser, Robert, Shiryayev, A.N

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Statistics of Random Processes II: Applications von Liptser, Robert S, Aries, A. B, Shiryaev, Albert N

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Statistics of Random Processes: I. General Theory von Liptser, Robert S, Aries, B, Shiryaev, Albert N

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From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift von Kabanov, Yuri, Liptser, Robert, Stoyanov, Jordan

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Large deviations for two scaled diffusions von LIPTSER, R

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Asymptotic stability of the Wonham filter: Ergodic and nonergodic signals von BAXENDALE, Peter, CHIGANSKY, Pavel, LIPTSER, Robert

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On a role of predictor in the filtering stability von Chigansky, Pavel, Liptser, Robert

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Statistics of Random Processes II: Applications von Aries, A.B, Liptser, Robert S, Shiryaev, Albert N

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On-line Tracking of a Smooth Regression Function von Goldentayer, Lev, Liptser, Robert

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Statistics of random processes.: (Applications) von Liptser, Robert S, Aries, B, Shiryaev, Albert N

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Statistics of Random Processes I: General Theory von Liptser, R. S, Shiryayev, A. N

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Theory of Martingales von Hazewinkel, M, Liptser, R. Sh, Shiryayev, A. N

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On Estimation of Volatility Surface and Prediction of Future Spot Volatility von Klebaner, Fima, Le, Truc, Liptser, Robert

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Diffusion Approximation in Past Dependent Models and Applications to Option Pricing von Kind, Paolo, Robert Sh. Liptser, Runggaldier, Wolfgang J.

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Умеренные уклонения для процесса диффузионного типа в случайной среде von Липцер, Роберт Шевилевич, Liptser, Robert Shevilevich, Чиганский, Павел, Chigansky, Pavel

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Large deviations for a simple closed queueing model von Liptser, Robert Sh

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Диффузионная модель разорения. Асимптотический анализ von Клебанер, Фима К, Klebaner, Fima K, Липцер, Роберт Шевилевич, Liptser, Robert Shevilevich

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Random Point Processes: Stieltjes Stochastic Integrals von Shiryaev, Albert N, Liptser, Robert S

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