R. Liptser

73 papers and 2.4k indexed citations i.

R. Liptser has authored 73 papers that have received a total of 2.4k indexed citations. This includes 33 papers in Finance, 21 papers in Mathematical Physics and 17 papers in Statistics and Probability. The topics of these papers are Stochastic processes and financial applications (32 papers), Stochastic processes and statistical mechanics (14 papers) and Probability and Risk Models (12 papers). R. Liptser is often cited by papers focused on Stochastic processes and financial applications (32 papers), Stochastic processes and statistical mechanics (14 papers) and Probability and Risk Models (12 papers) and collaborates with scholars based in Israel, Russia and United States. R. Liptser's co-authors include Albert N. Shiryaev, Fima C. Klebaner, P. Chigansky, Yu. M. Kabanov and A. N. Shiryayev and has published in prestigious journals such as IEEE Transactions on Information Theory, SIAM Journal on Control and Optimization and Russian Mathematical Surveys.