R. Liptser

State-dependent buffer model with large loading and output rates

R. Liptser, Y. Rogan, M. Shenfild, 1994 .

State-Dependent Benes Buffer Model with Fast Loading and Output Rates

R. Liptser, M. Shenfild, Y. Kogan, 1995 .

Large deviations for two scaled diffusions

R. Liptser, 1996 .

When a Stochastic Exponential is a True Martingale. Extension of a Method of Bene^s

R. Liptser, F. Klebaner, 2011 .