Chigansky, P.; Liptser, R.; van Handel, R. Intrinsic methods in filter stability. (English) Zbl 1223.93108 Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 319-351 (2011). MSC: 93E11 93E15 PDFBibTeX XMLCite \textit{P. Chigansky} et al., in: The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press. 319--351 (2011; Zbl 1223.93108)
Chigansky, P.; Liptser, R. Moderate deviations for a diffusion-type process in a random environment. (English. Russian original) Zbl 1197.60094 Theory Probab. Appl. 54, No. 1, 29-50 (2009); translation from Teor. Veroyatn. Primen. 54, No. 1, 39-62 (2009). MSC: 60K37 60F10 60J60 PDFBibTeX XMLCite \textit{P. Chigansky} and \textit{R. Liptser}, Theory Probab. Appl. 54, No. 1, 29--50 (2009; Zbl 1197.60094); translation from Teor. Veroyatn. Primen. 54, No. 1, 39--62 (2009) Full Text: DOI arXiv
Chigansky, Pavel; Liptser, Robert The Freidlin-Wentzell LDP with rapidly growing coefficients. (English) Zbl 1126.60021 Baxendale, Peter (ed.) et al., Stochastic differential equations: theory and applications. A volume in honor of Professor Boris L. Rozovskii. Hackensack, NJ: World Scientific (ISBN 978-981-270-662-1/hbk). Interdisciplinary Mathematical Sciences 2, 197-219 (2007). MSC: 60F10 60J60 PDFBibTeX XMLCite \textit{P. Chigansky} and \textit{R. Liptser}, Interdiscip. Math. Sci. 2, 197--219 (2007; Zbl 1126.60021) Full Text: arXiv
Chigansky, Pavel; Liptser, Robert On a role of predictor in the filtering stability. (English) Zbl 1111.60022 Electron. Commun. Probab. 11, 129-140 (2006). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{P. Chigansky} and \textit{R. Liptser}, Electron. Commun. Probab. 11, 129--140 (2006; Zbl 1111.60022) Full Text: DOI arXiv EuDML
Chigansky, Pavel; Liptser, Robert Stability of nonlinear filters in nonmixing case. (English) Zbl 1065.93034 Ann. Appl. Probab. 14, No. 4, 2038-2056 (2004). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E11 93E15 60J57 PDFBibTeX XMLCite \textit{P. Chigansky} and \textit{R. Liptser}, Ann. Appl. Probab. 14, No. 4, 2038--2056 (2004; Zbl 1065.93034) Full Text: DOI arXiv Euclid
Baxendale, Peter; Chigansky, Pavel; Liptser, Robert Asymptotic stability of the Wonham filter: Ergodic and nonergodic signals. (English) Zbl 1101.93074 SIAM J. Control Optim. 43, No. 2, 643-669 (2004). MSC: 93E11 62M20 PDFBibTeX XMLCite \textit{P. Baxendale} et al., SIAM J. Control Optim. 43, No. 2, 643--669 (2004; Zbl 1101.93074) Full Text: DOI arXiv
Chigansky, P.; Liptser, R. On exponential stability of Wonham filter. arXiv:math/0204263 Preprint, arXiv:math/0204263 [math.PR] (2002). MSC: 93E11 60J57 BibTeX Cite \textit{P. Chigansky} and \textit{R. Liptser}, ``On exponential stability of Wonham filter'', Preprint, arXiv:math/0204263 [math.PR] (2002) Full Text: arXiv
Chigansky, P.; Liptser, R.; Bobrovsky, B. Z. A simple asymptotically optimal filter over an infinite horizon. (English) Zbl 0981.60042 J. Appl. Math. Stochastic Anal. 14, No. 1, 93-112 (2001). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 60H10 93E11 93C55 PDFBibTeX XMLCite \textit{P. Chigansky} et al., J. Appl. Math. Stochastic Anal. 14, No. 1, 93--112 (2001; Zbl 0981.60042) Full Text: DOI EuDML