Robert Sh. Liptser
Finance · 2000–2014
A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #4,529 of 10,518 by trust here, #4,732 by citations
- Mathematical Physics — 6 citations into it; #4,673 of 8,562 by trust here, #7,868 by citations
- Statistics and Probability — 6 citations into it; #6,860 of 12,932 by trust here, #11,487 by citations
Whom Robert Sh. Liptser trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Robert Sh. Liptser overall
- Yaozhong Hu
- Gareth O. Roberts
- Ross Maller
- Zhao Dong
- Isaac M. Sonin
- Hongwei Long
- Osnat Stramer
- Gernot J. Müller
- Lingjiong Zhu
- Marek Musiela
Papers from Robert Sh. Liptser's perspective
Ordered by how strongly the researchers Robert Sh. Liptser trusts endorse each paper. Same corpus, a different order for every researcher.
- Markov Processes: Characterization and Convergence
- Spectral gap of positive operators and applications
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
- On the poisson equation and diffusion approximation 3
- On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
- Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
- Statistics of Random Processes Ii: Applications
- Markov Chains and Stochastic Stability
- Uniqueness of solutions of stochastic differential equations
- Controlled diffusion processes
Their papers
- When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method (2014) — 53 citations
- From Stochastic Calculus to Mathematical Finance (2006) — 140 citations
- A filtering approach to tracking volatility from prices observed at random times (2005) — 66 citations
- Examples of moderate deviation principle for diffusion processes (2005) — 49 citations
- Stability of nonlinear filters in nonmixing case (2003) — 48 citations
- Statistics of Random Processes Ii: Applications (2000) — 444 citations