The following pages link to Robert J. Elliott (Q234255):
Displaying 50 items.
- (Q3613982) (← links)
- Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201) (← links)
- (Q3663128) (← links)
- Martingales, potentials and exponentials associated with a two-parameter jump process (Q3664177) (← links)
- (Q3676904) (← links)
- (Q3678400) (← links)
- Nonlinear filtering theory for coral/starfish and plant/herbivore interactions<sup>†</sup> (Q3710370) (← links)
- (Q3715965) (← links)
- Reverse-time Markov processes (Corresp.) (Q3721541) (← links)
- An Extension of Ito’s Differentiation Formula (Q3729766) (← links)
- The Single Jump Process with Some Statistical Applications (Q3736635) (← links)
- The Zakai forms of the prediction and smoothing equations (Corresp.) (Q3757076) (← links)
- (Q3768099) (← links)
- (Q3789467) (← links)
- (Q3793527) (← links)
- Integration by parts and densities for jump processes (Q3833361) (← links)
- (Q3851357) (← links)
- The variational principle and stochastic optimal control (Q3873075) (← links)
- (Q3908248) (← links)
- (Q3908264) (← links)
- Optimal Play in a Stochastic Differential Game (Q3921039) (← links)
- (Q3924933) (← links)
- (Q3959018) (← links)
- (Q3964431) (← links)
- (Q3969647) (← links)
- Filtering with two sided filtrations (Q3974819) (← links)
- Equivalent martingale measures for bridge processes (Q3984215) (← links)
- (Q3996708) (← links)
- New finite-dimensional filters and smoothers for noisily observed Markov chains (Q4034466) (← links)
- (Q4051955) (← links)
- (Q4056977) (← links)
- Cauchy Problems for Certain Isaacs-Bellman Equations and Games of Survival (Q4058855) (← links)
- A Note on Generalized Pursuit-Evasion Games (Q4065350) (← links)
- (Q4072394) (← links)
- (Q4077837) (← links)
- Stochastic integrals for martingales of a jump process with partially accessible jump times (Q4089600) (← links)
- The Existence of Value in Stochastic Differential Games (Q4094695) (← links)
- (Q4096746) (← links)
- (Q4096747) (← links)
- (Q4096748) (← links)
- Innovation projections of a jump process and local martingales (Q4119897) (← links)
- Optimal control of a jump process (Q4119924) (← links)
- A stochastic minimum principle (Q4126192) (← links)
- The Optimal Control of a Stochastic System (Q4132088) (← links)
- (Q4138608) (← links)
- (Q4143959) (← links)
- (Q4158910) (← links)
- (Q4166613) (← links)
- (Q4201365) (← links)
- Zakai equations for hilbert space valued processes<sup>∗</sup> (Q4208308) (← links)
