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Liptser, Robert
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Robert Liptser
Robert Sh. Liptser
(; , 20 March 1936 – 2 January 2019) was a Russian-Israeli
mathematician
who made contributions to the theory and applications of
stochastic processes
, in particular to
martingales
,
stochastic control
and
nonlinear filtering
.
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1
Statistics of Random Processes : I. General Theory
by
Liptser
,
Robert
S.
,
Shiryaev, Albert N.
Published 2001
Springer Berlin Heidelberg
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2
Statistics of Random Processes II : Applications
by
Liptser
,
Robert
S.
,
Shiryaev, Albert N.
Published 2001
Springer Berlin Heidelberg
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3
Theory of Martingales
by
Liptser
,
Robert
,
Shiryayev, A.N.
Published 1989
Springer Netherlands
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