Robert Liptser
Professor Robert Sh. Liptser | |
|---|---|
Robert Liptser, in Château de Chenonceau, France, 25 March 2007 | |
| Born | March 20, 1936 |
| Died | January 2, 2019 (aged 82) |
| Scientific career | |
| Fields | Probability and Stochastic Processes |
| Thesis | Filtering, smoothing and prediction of diffusion Markov processes from incomplete data |
| Doctoral advisor | Albert Shiryaev |
Robert Sh. Liptser (Russian: Роберт Шевелевич Липцер; Hebrew: רוברט ליפצר; 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.