R. Sh. Liptser : rechercher sur Z-Library

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

Année:

1989

Langue:

english

Fichier:

PDF, 818 KB

english, 1989

Weak and Strong Convergence of the Distributions of Counting Processes

Journal:

Année:

1984

Langue:

english

Fichier:

PDF, 2.51 MB

english, 1984

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

Année:

1989

Langue:

english

Fichier:

PDF, 9.26 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 3.79 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 3.49 MB

english, 1989

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

Liptser, Robert sh., pukhalskii, Anatolii

Année:

1989

Langue:

english

Fichier:

PDF, 3.57 MB

english, 1989

Limit theorems on large deviations for semimartingales

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

1992

Langue:

english

Fichier:

PDF, 1.25 MB

english, 1992

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

Année:

1972

Langue:

english

Fichier:

PDF, 1002 KB

english, 1972

The computing of pseudo-inverse matrices

E.L. Zhukovskii, R.Sh. Liptser

Journal:

USSR Computational Mathematics and Mathematical Physics

Année:

1975

Langue:

english

Fichier:

PDF, 321 KB

english, 1975

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

Année:

1996

Langue:

english

Fichier:

PDF, 981 KB

english, 1996

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

Année:

1982

Langue:

english

Fichier:

PDF, 326 KB

english, 1982

Extrapolation and filtration of some Markov processes. II

R. Sh. Liptser

Journal:

Cybernetics and Systems Analysis

Année:

1968

Langue:

english

Fichier:

PDF, 440 KB

english, 1968

The control of a wiener process with incomplete data

R. Sh. Liptser

Journal:

Cybernetics and Systems Analysis

Année:

1965

Langue:

english

Fichier:

PDF, 202 KB

english, 1965

Tracking Volatility

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

Journal:

Problems of Information Transmission

Année:

2005

Langue:

english

Fichier:

PDF, 334 KB

english, 2005

Large deviations for a simple closed queueing model

Robert Sh. Liptser

Journal:

Queueing Systems

Année:

1993

Langue:

english

Fichier:

PDF, 1.16 MB

english, 1993

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

Yaakov Kogan, Robert Sh. Liptser

Journal:

Queueing Systems

Année:

1993

Langue:

english

Fichier:

PDF, 915 KB

english, 1993

Nonlinear filters for linear models (a robust approach)

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

Journal:

IEEE Transactions on Information Theory

Année:

1995

Langue:

english

Fichier:

PDF, 591 KB

english, 1995

Deterministic Approximation for Stochastic Control Problems

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

Journal:

SIAM Journal on Control and Optimization

Année:

1996

Langue:

english

Fichier:

PDF, 1.47 MB

english, 1996

On Filtration and Prediction of Components in Diffusion Markov Processes

Journal:

Année:

1967

Langue:

english

Fichier:

PDF, 172 KB

english, 1967

The Extrapolation of Multidimensional Markov Processes from Incomplete Data

Journal:

Année:

1968

Langue:

english

Fichier:

PDF, 1.60 MB

english, 1968

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

Journal:

Année:

1984

Langue:

english

Fichier:

PDF, 1.88 MB

english, 1984

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

Journal:

Année:

1982

Langue:

english

Fichier:

PDF, 707 KB

english, 1982

A Bayesian Problem of Sequential Search in Diffusion Approximation

Journal:

Année:

1965

Langue:

english

Fichier:

PDF, 780 KB

english, 1965

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

Journal:

Année:

1968

Langue:

english

Fichier:

PDF, 1.57 MB

english, 1968

A Comparison of Linear and Nonlinear Filtration of Some Markov Processes

Journal:

Année:

1966

Langue:

english

Fichier:

PDF, 476 KB

english, 1966

A Functional Central Limit Theorem for Semimartingales

Journal:

Année:

1981

Langue:

english

Fichier:

PDF, 1.38 MB

english, 1981

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

Journal:

Année:

1981

Langue:

english

Fichier:

PDF, 461 KB

english, 1981

[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

Année:

1989

Langue:

english

Fichier:

PDF, 6.53 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 2.18 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 1.93 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 4.85 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 3.26 MB

english, 1989

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

Année:

1989

Langue:

english

Fichier:

PDF, 1.67 MB

english, 1989

Gaussian Martingales and a Generalization of the Kalman-Bucy Filter

Journal:

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

Année:

1976

Langue:

english

Fichier:

PDF, 1.14 MB

english, 1976

An Example of Large Deviations for a Stationary Process

Journal:

Année:

2000

Langue:

english

Fichier:

PDF, 207 KB

english, 2000

On the Representation of Local Martingales

Journal:

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

Année:

1977

Langue:

english

Fichier:

PDF, 796 KB

english, 1977

Diffusional Approximation for Processes with the Normal Reflection

Journal: