Filtering with a limiter (improved performance). Liptser, R.; Muzhikanov, P. — 1998 Journal of Applied Mathematics and Stochastic Analysis
Likely path to extinction in simple branching models with large initial population. Klebaner, F.C.; Liptser, R. — 2006 Journal of Applied Mathematics and Stochastic Analysis
Moderate deviations type evaluation for integral functionals of diffusion processes. Liptser, R.; Spokoiny, V. — 1999 Electronic Journal of Probability [electronic only]
A simple asymptotically optimal filter over an infinite horizon. Chigansky, P.; Liptser, R.; Bobrovsky, B.Z. — 2001 Journal of Applied Mathematics and Stochastic Analysis