CURRICULUM VITAE

Robert James Elliott



CITIZENSHIP:

Canadian and British.

EDUCATION:

School:
Swanwick Hall Grammar School, Derbyshire.
General Certificate of Education: 9 'O' levels, 5 'A' levels.
Northern Universities Joint Matriculation Board.
University:
New College, Oxford.
Class I in the Final Honour School of Mathematics at Oxford. B.A. Oxford, July 1961
King's College, Cambridge.
Supervisor, John Williamson of King's.

Oxford University Senior Mathematical Prize, July 1964
Ph.D. Cambridge, January 1965
M.A. Oxford, 1965
Sc.D. Cambridge, 1983

ACADEMIC CAREER:

1964-65 Lecturer, University of Newcastle-upon-Tyne.
1965-66 Instructor, Yale University, New Haven, Connecticut and Fellow of Berkeley College, Yale.
1966-Dec 1968 Lecturer in Mathematics, Oxford University, and Fellow of Oriel College, Oxford.
Jan 1969-73 Senior Research Fellow, Mathematical Institute, University of Warwick.
1972-73 Associate Professor, Northwestern University, Evanston, Illinois.
1973-86 Professor of Pure Mathematics, University of Hull.
1976-86 G.F. Grant Professor of Mathematics and Head of Department, University of Hull.
Sep-Dec 1977 Visiting Professor, University of Alberta.
Jan-May 1978 Visiting Professor, University of Kentucky.
May-Jun 1978 Visiting Professor of Applied Mathematics, Brown University.
1984-85 Distinguished Visiting Professor, University of Alberta, Canada.
1985-Dec 1985 Visiting Professor, University of Alberta, Canada.
Jan 1986-1994 Professor, Department of Statistics & Applied Probability, University of Alberta, Edmonton, Alberta.
Jul 1994-2001 Professor, Department of Mathematical Sciences, University of Alberta, Edmonton, Alberta.
1987 - Honorary Professor, University of Hull.
1993 - Dec 1998 Adjunct Professor, Department of Finance & Management Science, University of Alberta, Edmonton, Alberta.
1994-1995 McAlla Research Professor, University of Alberta
Jan-June 1997 Visiting Professor, University of Adelaide, Australia
Jan-June 1998 Visiting Professor, University of Adelaide, Australia
July 1999-June 2000 Visiting Professor, University of Adelaide, Australia
January 1999-2001 A.F.Collins Professor of Finance, University of Alberta, Canada.
July 2001- Professor Emeritus, University of Alberta, Canada.
2001- Royal Bank Professor of Finance, University of Calgary, Canada.

SHORT TERM VISITING POSITIONS:

Jul-Aug 1968 Research Associate, University of Alberta, Edmonton.
Aug-Sep 1972 Research Associate, University of Toronto.
Mar-Apr 1976 Visitor, Institut des Hautes Études Scientifiques, Paris
August 1977 Visitor, Department of Electrical Engineering and Computer Science, University of California, Berkeley.
May-Jun 1979 Research Associate, University of Alberta.
August 1979 Visiting Professor, University of Bonn.
May-Jun 1980 Research Associate, University of Alberta.
August 1980 Visiting Professor, University of Bonn.
May-Jun 1981 Visiting Professor, University of Bonn.
Jul-Aug 1981 Research Associate, University of Alberta.
August 1982 Research Associate, University of Alberta.
April 1983 Visiting Professor, Technical University of Denmark.
June 1983 Visiting Professor, University of Western Australia.
Jun-Sep 1983 Visiting Fellow, Department of Systems Engineering, Australian National University.
April 1984 Visitor, Institut des Hautes Études Scientifiques, Paris.
May 1984 Guest Lecturer, Laboratory for Statistics and Probability Ottawa, Canada.
Spring 1986 Distinguished Lecturer, Systems Research Center, University of Maryland.
May-Jul 1988 Guest Professor, University of Konstanz, Germany.
May 1991 Visiting Fellow, Department of Systems Engineering, Australian National University.
Jan-Mar 1992 Visiting Fellow, Department of Systems Engineering, Australian National University.
Apr-May 1992 Visiting Scientist, INRIA, Le Chesnay, France.
Apr-May 1992 Visiting Professor, Université de Paris VI.
May 1993 Visiting Scientist, INRIA, Le Chesnay, France.
July 1993 Visiting Fellow, Department of Systems Engineering, Australian National University.
March 1994 Visitor, Institute for Systems Research, University of Maryland.
May 1994 Visiting Scientist, INRIA, Le Chesnay, France.
October 1994 Consultant, Federal Reserve Bank, Atlanta, GA.
November 1994 University of Science and Technology, Hong Kong.
January 1995 Department of Electrical Engineering, University of California, San Diego, CA.
February 1995 Visiting Fellow, Department of Systems Engineering, Australian National University, Canberra.
March 1995 Department of Electrical and Electronic Engineering, University of Melbourne, Australia.
May 1995 Visiting Scientist, I.N.R.I.A. Le Chesnay, France.
May/June 1995 Visitor, Isaac Newton Institute, University of Cambridge.
April/May 1996 Visiting Professor, Université de Paris Sud, Orsay, and Laboratoire des Signaux et Systèmes, École Supérieure d'Électricité.
February 1997 Department of Electrical & Electronic Engineering, University of Melbourne Australia
April 1997Visiting Fellow, Department of Systems Engineering, Australian National University, Canberra, Australia.
January 1998Visiting Professor, University of Hong Kong
April 1998 Professeur Invité, Université d'Evry, France.
May 1999 Visitor, Laboratoire des Signaux et Systèmes, École Supérieure d'Électricité.

PRESENTATIONS:

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June 1974 International Symposium on Control Theory I.N.R.I.A. Rocquencourt, France.
September 1974 Advanced Study Institute on Theory and Application of Differential Games, University of Warwick, England.
June 1975 Symposium on Stochastic Systems, University of Kentucky, U.S.A.
June 1975 Workshop in Singular Perturbations and Control Theory, University of Calgary, Canada.
August 1975 Conference on Probability and Theoretical Physics, Institute for Advanced Studies, Dublin, Ireland.
June 1976 Second Kingston Conference on Differential Games and Control Theory, University of Rhode Island, U.S.A.
March 1977 Workshop on Differential Games, Enschede, The Netherlands.
June 1978 Third Kingston Conference on Differential Games and Control Theory, University of Rhode Island, U.S.A.
September 1978 Conference on the Optimization of Stochastic Systems, Oxford, England.
January 1979 Workshop on Stochastic Control, Bonn, W. Germany.
April 1980 British Mathematical Colloquium, Sheffield, England.
June 1980 École Normale Supérieure des Telécommunications, Paris, France.
July 1980 Symposium on Stochastic Integrals, Durham, England.
March 1981 Meeting on Stochastic Analysis, Oberwolfach, F.R. Germany.
June 1981 Conference on Stochastic Processes, Tubingen, F.R. Germany.
February 1982 I.F.I.P. Working Conference on Filtering and Optimization, Cocoyoc, Mexico.
June 1982 Meeting on Stochastic Systems, Bad Honnef, F.R. Germany. (Co-organizer).
March 1984 I.F.I.P. Conference on Stochastic Differential Systems, Marseille, France.
May 1984 Workshop on Stochastic Processes, Ottawa, Canada.
June 1985 Third Conference on Stochastic Systems, Bad Honnef, F.R. Germany.
June 1986 Institute of Math. and Applications, University of Minnesota. Conference on Stochastic Differential Equations and Applications.
July 1987 Workshop on Diffusion Approximation, International Institute for Applied Systems Analysis, Laxenburg, Austria.
November 1987 21st IEEE Asilomar Conference on Systems, Signals and Computers.
April 1988 Systems Research Center, University of Maryland.
June 1988 Eighth conference on Analysis and Optimization of Systems, Antibes, France.
June 1988 Fourth Conference on Stochastic Systems, Bad Honnef, F.R. Germany.
July 1988 Bernoulli Society Annual Meeting, Rome, Italy.
November 1988 22nd IEEE Asilomar Conference on Systems, Signals and Computers.
April 1989 Workshop on Stochastic Analysis, Imperial College, London. (Co-editor of proceedings.)
November 1989 23rd IEEE Asilomar Conference on Systems, Signals and Computers.
June 1990 International Conference in Finance. École des Hautes Études Commerciales, Paris.
July 1990 Symposium on Stochastic Analysis, Durham, England.
November 1990 24th IEEE Asilomar Conference on Systems, Signals and Computers.
December 1990 29th IEEE Control and Decision Conference, Honolulu, HI.
September 1991 13th IFIP Conference on System Modelling and Optimization, Zurich.
September 1991 Northern Finance Association, Montreal.
September 1991 Workshop on Adaptive Theory and Stochastic Control, University of Kansas, Lawrence, KS.
November 1991 25th IEEE Asilomar Conference on Systems, Signals and Computers.
April 1992 Séminaire Bachelier, Université de Paris, VI.
April 1992 Séminaire, Hautes Études Commericales, Jouy en Josas.
April 1992 Séminaire, E.S.S.E.C. Cergy Pontoise.
May 1992 15th International Summer School on Stochastic Processes, Erice, Sicily.
August 1992 Meeting on Mathematical Finance, Oberwolfach, Germany.
September 1992 SIAM Meeting on Control, Minneapolis, MN.
October 1992 26th IEEE Asilomar Conference on Systems, Signals & Computers.
November 1992 Workshop on Stochastic Control, Centre de Recherches Mathématiques, Montréal.
December 1992 31st IEEE Control & Decision Conference, Tucson AZ.
May 1993 6th IEEE Conference on Applied Stochastic Models & Data Analysis, Crete.
May 1993 Seminaire, I.N.R.I.A. Le Chesnay, France.
May 1993 Seminaire Bachelier, Paris.
July 1993 IFAC World Congress, Sydney.
November 1993 27th I.E.E.E. Asilomar Conference on Systems, Signals & Computers.
December 1993 32nd IEEE Control & Decision Conference, San Antonio, TX.
March 1994 Seminar, Systems Research Institute, University of Maryland.
March 1994 Seminar, Department of Finance, University of Maryland.
May 1994 Colloquium, University of Hull.
May 1994 Séminaire, Université de Paris VI.
May 1994 Co-organiser & speaker, Conference on Mathematical Finance, Italy.
June 1994 Co-organiser & Speaker, Workshop on Filtering, Chapel Hill, NC.
September 1994 Seminar, Department of Electrical Engineering, University of Waterloo.
October 1994 Colloquium, Department of Mathematics, Georgia Institute of Technology.
October 1994 Seminar, Department of Finance, University of Georgia.
November 1994 Colloquium, University of Science and Technology, Hong Kong.
November 1994 Seminar, Department of Systems Engineering, Chinese University of Hong Kong.
December 1994 33rd. I.E.E.E. Control and Decision Conference, Lake Buena Vista, FL.
January 1995 Special Session on Stochastic Analysis, American Mathematical Society Meeting, San Francisco.
February 1995 Seminar, Systems Research Center, Arizona State University, Tempe, AZ.
February 1995 Workshop on the Mathematics of Finance, Australian National University, Canberra, Australia.
March 1995 Seminar, Department of Systems Engineering, Australian National University.
March 1995 Seminar, Department of Electrical and Electronic Engineering, University of Melbourne, Australia.
March 1995 Seminar, Department of Mathematics, University of Adelaide, Australia.
March 1995 Seminar, Cooperative Research Centre for Signals and Information Processing, The Levels, South Australia.
April 1995 Seminar, Department of Statistics, University of Auckland, New Zealand.
May 1995 Journées de Statistiques, H.E.C. Jouy en Josas, France.
May 1995 Séminaire, Laboratoire de Signaux et Systèmes, Supelec, Saclay, France.
May 1995 Séminaire Bachelier, Paris, France.
June 1995 Bank of England Conference, Isaac Newton Institute, Cambridge, England.
June 1995 I.F.A.C. Symposium on Nonlinear Control System Design, Lake Tahoe, CA
October 1995 29th. IEEE Asilomar Conference on Signals, Systems and Computers.
December 1995 34th. I.E.E.E. Control and Decision Conference, New Orleans, LA
February 1996 Distinguished Lecturer, Department of Electrical and Computer Engineering, University of California, San Diego, CA.
April 1996 Colloquium, University of Hull.
June 1996 Invited lecturer, Conference on Mathematical Finance, Aarhus, Denmark.
June 1996 Mathematical Theory of Networks and Systems, St. Louis, MO.
July 1996 S.I.A.M. Annufal Conference, Session on Mathematical Finance
September 1996 Department of Mathematics, University of Victoria
November 1996 Department of Finance, Arizona State University
January 1997 Special Seminar on Stochastic processes, American Mathematical Society Annual Meeting, San Diego, CA
April 1997Colloquium, School of Mathematics, Australian National University, Canberra
June 1997Defence Science & Technology Organization, Salisbury South Australia
August 1997Keynote speaker, Quantitative Mathematical Finance 97, Cairns, Australia
October 1997Financial Management Association Annual Meeting, Honolulu, HI
November 1997Graduate School of Business, University of Chicago
December 199736th I.E.E.E. Control and Decision Conference, San Diego, CA
December 1997Workshop on Filtering, University of Southern California
January 1998Department of Statistics, University of Hong Kong.
June 1998School of Banking and Finance, University of New South Wales, Australia.
June 1998Workshop on Signal Processing, Isaac Newton Institute, University of Cambridge.
October 1998Conference in honor of R. Rishel, University of Kentucky.
December 199837th I.E.E.E. Control and Decision Conference, Tampa Florida.
January 1999Lecture series, Filtering and Finance, Fields Institute, University of Toronto.
Februrary 1999Distinguished Lecture, Department of Electrical and Computer Engineering, University of California, San Diego, CA.
April 1999Seminar, Department of Finance, University of Rotterdam.
May 1999Seminar, Department of Finance, Universita del Svizzera Italiano, Lugano, Switzerland.
July 1999Quantitative Methods in Finance 1999, Sydney, Australia.
July 1999Seminar, Australian Defence Science and Technology Organisation, Salisbury SA.
November 1999Seminar, Department of Applied Mathematics, University of Adelaide.
November 2000Seminar, Department of Finance, University of Calgary.
March 2000Seminar, Australian National University, Canberra, Australia.
March 2000Seminar, University of Science and Technology, Sydney, Australia.
April 2000Seminar, University of South Australia, Adelaide, Australia.
May 2000Seminar, IEEE South Australia Branch, CSSIP, (Centre for Sensors, Signals and Information Processing), Mawson Lakes, South Australia.
June 2000Invited Presentation, Workshop on Modern Risk Management, Ascona, Switzerland.
June 2000Bachelier World Congress, Paris, France.
June 2000Conference on Real Options, Cambridge, England.
October 2000Conference on Finance and Stochastics, Konstanz, Germany.
December 2000Quantitative Methods in Finance 2000, Sydney Australia.
December 2000IEEE Conference on Decision and Control, Sydney Australia.
February 2001Australia New Zealand Applied Mathematics Meetings, Barossa Resort, South Australia.
April 2001Universita del Svizerra Italiano, Lugano, Switzerland.

RESEARCH FUNDS U.K.

  • One million Belgian Francs from N. A. T. O. to Professor Parks and myself to run an Advanced Study Institute at the University of Warwick in 1974.
  • Funds from the Science Research Council from 1974-1976. These supported a Research Assistant A. Kussmaul, for two years. Dr. Kussmaul wrote a book Stochastic Integration and Generalized Martingales which was published by Pitman in their Advanced Publishing programme.
  • The Science Research Council awarded me a second research grant to support a Research Assistant. Dr. Thomas Barth held this position during 1979/80, and completed a book Axiomatic Potential Theory. D. Deiss was Research Assistant for 1980/81.
  • Following my application the Science Research Council awarded a Senior Visiting Fellowship of approximately £10,000 to Dr. S. Mohammed. Dr. Mohammed visited my department for the 1981/82 academic year and completed a book Stochastic Functional Equations, published by Pitman.

    RESEARCH FUNDS NORTH AMERICA

  • 1986 $15,000 per year for three years from NSERC.
    1986 $43,091 from the Air Force Office of Scientific Research.
    1987 $53,248 from the Army Research Office.
    1987 $35,004 from the Air Force Office of Scientific Research.
    1988 U.S. $40,000 from the Army Research office
    1988 U.S. $30,841 from the Air Force Office of Scientific Research.
    1989 $26,800 per year for three years from NSERC.
    1989 U.S. $31,873 from the Air Force Office of Scientific Research.
    1989 U.S. $40,000 from the Army Research office.
    1992 $24,000 per year for three years from NSERC.
    1992 $97,855 equipment grant from NSERC. awarded jointly to 7 members of the department.
    1993 $14,000 per year for three years from SSHRC.
    1993 $32,000 infrastructure grant from NSERC awarded jointly to members of the department.
    1995 $21,600 for one year from the Electrical Engineering committee of NSERC.
    1996 $30,000 per year for 1996/1997 and 1997/1998, $33,000 for 1998/1999 and $34,650 for 1999/2000 from the Electrical Engineering Committee of NSERC.
    1996 $17,000 for 1996/7, $17,500 for 1997/8 and $18,000 for 1998/9 from SSHRC.
    1998 210,000 Belgian Francs from NATO for work with F. Dufour, Ecole Superieure d'Electricité, France.
    1999 $15,000 for 1999/2000 and $22,500 for 2000/01 and 2001/02 from SSHRC.
    2000 $37,000 per year for four years, 2000 to 2005 from the Electrical Engineering Committee of NSERC.

    RESEARCH FUNDS AUSTRALIA

    1997 A $76,000 for 1997, A $56,000 for 1998, A $55,000 for 1999 from the Australian Research Council, with Dr. V. Krishnamurthy, Dept of Electrical and Electronic Engineering, University of Melbourne

    OTHER POSITIONS:


    AWARDS:


    PATENTS:


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