R.J.Elliott

CURRICULUM VITAE

Robert James Elliott

Citizenship
Education
Academic Career
Short Term Visiting Positions
Presentations
Research Funds U.K.
Research Funds North America
Other Positions
Awards
Patents

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 1997	Visiting Fellow, Department of Systems Engineering, Australian National University, Canberra, Australia.
January 1998	Visiting 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, Universit‚ de Paris, VI.
April 1992	Séminaire, Hautes tudes 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 1997	Colloquium, School of Mathematics, Australian National University, Canberra
June 1997	Defence Science & Technology Organization, Salisbury South Australia
August 1997	Keynote speaker, Quantitative Mathematical Finance 97, Cairns, Australia
October 1997	Financial Management Association Annual Meeting, Honolulu, HI
November 1997	Graduate School of Business, University of Chicago
December 1997	36th I.E.E.E. Control and Decision Conference, San Diego, CA
December 1997	Workshop on Filtering, University of Southern California
January 1998	Department of Statistics, University of Hong Kong.
June 1998	School of Banking and Finance, University of New South Wales, Australia.
June 1998	Workshop on Signal Processing, Isaac Newton Institute, University of Cambridge.
October 1998	Conference in honor of R. Rishel, University of Kentucky.
December 1998	37th I.E.E.E. Control and Decision Conference, Tampa Florida.
January 1999	Lecture series, Filtering and Finance, Fields Institute, University of Toronto.
Februrary 1999	Distinguished Lecture, Department of Electrical and Computer Engineering, University of California, San Diego, CA.
April 1999	Seminar, Department of Finance, University of Rotterdam.
May 1999	Seminar, Department of Finance, Universita del Svizzera Italiano, Lugano, Switzerland.
July 1999	Quantitative Methods in Finance 1999, Sydney, Australia.
July 1999	Seminar, Australian Defence Science and Technology Organisation, Salisbury SA.
November 1999	Seminar, Department of Applied Mathematics, University of Adelaide.
November 2000	Seminar, Department of Finance, University of Calgary.
March 2000	Seminar, Australian National University, Canberra, Australia.
March 2000	Seminar, University of Science and Technology, Sydney, Australia.
April 2000	Seminar, University of South Australia, Adelaide, Australia.
May 2000	Seminar, IEEE South Australia Branch, CSSIP, (Centre for Sensors, Signals and Information Processing), Mawson Lakes, South Australia.
June 2000	Invited Presentation, Workshop on Modern Risk Management, Ascona, Switzerland.
June 2000	Bachelier World Congress, Paris, France.
June 2000	Conference on Real Options, Cambridge, England.
October 2000	Conference on Finance and Stochastics, Konstanz, Germany.
December 2000	Quantitative Methods in Finance 2000, Sydney Australia.
December 2000	IEEE Conference on Decision and Control, Sydney Australia.
February 2001	Australia New Zealand Applied Mathematics Meetings, Barossa Resort, South Australia.
April 2001	Universita 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:

I am a Mathematics Editor for CRC Publishers, an Associate Editor of the journal `Stochastics and Stochastics Reports', an Associate Editor of `Mathematical Finance' and Associate Editor of the Canadian Applied Mathematics Quarterly. From 1996 to 2000 I was on the Editorial Board of `Finance and Stochastics', published by Springer Verlag. I was a member of the editorial board of S.I.A.M. Journal of Control and Optimization from 1995-1997.
From 1988 to 1991 Dr. H. Freedman and I edited Applied Mathematics Notes.
Member N.S.E.R.C. Grant Selection Committee in Statistics 1993-1995.
N.S.E.R.C. Grant Selection Committee in Mathematics & Statistics (Large equipment) 1993-1994.
I was a member of the Review Comittee for the Department of Applied Mathematics, Polytechnic University of Hong Kong, February 2000.

AWARDS:

Immigration Award in Science, Immigration Week in Alberta, May 1993

PATENTS:

Patent "New Finite Dimensional Filters" for applications of optimal parameter estimation in linear Gaussian models, (Kalman filters.), filed by the University of Alberta and the University of Melbourne. #PCT/AU097/00519.

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