LIST OF PUBLICATIONS

Robert J. Elliott



BOOKS

1.  R.J. Elliott and N. Kalton. "The Existence of Value for Differential Games", Memoir of the American Mathematical Society Providence, RI 126 (1972): iv + 67 pp. 
2.  R.J. Elliott. "Stochastic Calculus and Applications", Applications of Mathematics Springer-Verlag, Berlin-Heidelberg-New York 18 (1982): viii + 302 pp.
3.  R.J. Elliott. "Viscosity Solutions and Optimal Control", Pitman Research Notes in Mathematics Longman, London 165 (1987): iv + 95 pp.
4.  R.J. Elliott. "Stokasticheski Analiz i evo Prilozeniya", M.I.R. Publications Moscow (1986): 350 pp.
5.  R.J. Elliott, L. Aggoun and J.B. Moore. "Hidden Markov Models: Estimation and Control", Applications of Mathematics Springer-Verlag, Berlin-Heidelberg-New York 29 (1994), (Second Printing 1997): xii + 361 pp.
6. R.J.Elliott and P.E. Kopp. "Mathematics of Financial Markets", Springer Verlag, Berlin-Heidelberg-New York. 1999, (Second printing 2000, Third printing 2001.): xii + 292 pp.
7. R.J.Elliott and P.E.Kopp. "Penzpiacok matematikaja" Typotex Kiado Budapest 2000,(Hungarian Translation of 'Mathematics of Financial Markets.'):x + 284 pp.

BOOKS EDITED

1.  "Applied Stochastic Analysis", (M.H.A. Davis and R.J. Elliott, eds.) Stochastics Monographs Gordon & Breach, New York, London 5 (1991): x + 572 pp.

PAPERS PUBLISHED

Harmonic and Functional Analysis 1964-1970

1.  R.J. Elliott. "Some results in spectral synthesis", Thesis, Cambridge (1964): v + 128 pp.
2.  R.J. Elliott. "A result in spectral synthesis", Notices of the American Mathematical Society 11 (1964): 670-671.
3.  R.J. Elliott. "Some results in spectral synthesis", Proceedings of the Cambridge Philosophical Society 61 (1965): 395-424.
4.  R.J. Elliott. "Two notes on spectral synthesis", Proceedings of the Cambridge Philosophical Society 61 (1965): 617-620.
5.  R.J. Elliott. "Analytic functions in locally convex algebras", Proceedings of the London Mathematical Society 36 (1966): 321-341.
6.  R.J. Elliott. "Inductive limits of uniform spaces", Journal of the London Mathematical Society 42 (1967): 93-100.
7.  R.J. Elliott. "Riesz trace class operators", Compositio Mathematica 22 (1970): 143-163.
8.  R.J. Elliott. "Some results on diagrams of topological groups", Bulletin of the London Mathematical Society 2 (1970): 275-279.

Hypoelliptic Operators 1969-1974

9.  R.J. Elliott. "Almost hypoelliptic operators", Proceedings of the London Mathematical Society 19 (1969): 537-552.
10.  R.J. Elliott. "Almost hypoelliptic operators with variable coefficients", Proceedings of the Cambridge Philosophical Society 67 (1970): 287-293.
11.  R.J. Elliott. "Some results on hypoelliptic pseudo-differential operators", Proceedings of the Cambridge Philosophical Society 68 (1970): 685-695.
12.  R.J. Elliott. "Survey lecture on pseudo-differential operators and the wave front set of a distribution" International Atomic Energy Agency Trieste Publications. Global Analysis and its Applications, II (1972): 137-144.
13.  R.J. Elliott. "Quasi-linear resolutions of non-linear equations", Manuscripta Math. 12 (1974): 399-410.

Differential Games 1972-1982

14.  R.J. Elliott. "A max-min differential game in Hilbert space", International Journal of Systems Science 2 (1972): 427-433.
15.  R.J. Elliott and N. Kalton. "Values in differential games", Bulletin of the American Mathematical Society 78 (1972): 427-431.
16.  R.J. Elliott and N. Kalton. "Differential games of pursuit and evasion". Journal of Differential Equations 12 (1972): 504-523.
17.  R.J. Elliott. "Boundary value problems for non-linear partial differential equations", International Atomic Energy Agency Trieste Publications. Global Analysis and its Applications, II (1972): 145-149
18.  R.J. Elliott, N. Kalton and L. Markus. "Saddle points for linear differential games", S.I.A.M. Journal of Control 11 (1973): 100-112.
19.  R.J. Elliott and N. Kalton. "Upper values of differential games", Journal of Differential Equations 14 (1973): 89-100.
20.  R.J. Elliott and N. Kalton. "Cauchy problems for certain Isaacs-Bellman equations and games of survival", Transactions of the American Mathematical Society 198 (1974): 45-72.
21.  R.J. Elliott and N. Kalton. "Boundary value problems for non-linear partial differential operators", Journal of Mathematical Analysis and Applications 46 (1974): 228-241.
22.  R.J. Elliott and N. Kalton. "Extended Isaacs equations for games of survival". In "Differential Games and Control Theory" (E.O. Roxin, P-T. Liu and R. Sternberg, eds.) Marcel Dekker, New York (1974): 321-336.
23.  R.J. Elliott, A. Friedman and N. Kalton. "Alternate play in differential games", Journal of Differential Equations 15 (1974): 560-588.
24.  R.J. Elliott. "Stochastic differential games and alternate play", Proceedings of the International Symposium on Control Theory at I.N.R.I.A. Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, 107 (1974): 97-106.
25.  R.J. Elliott and A. Friedman. "A note on generalized pursuit evasion games", S.I.A.M. Journal of Control 13 (1975): 105-109.
26.  R.J. Elliott. "Introduction to differential games I. Competitive dynamic systems, strategies and value", The Theory and Application of Differential Games (J. Grote and D. Reidel, eds.) Dordrecht, Holland (1975): 23-33.
27.  R.J. Elliott. "Introduction to differential games II. Stochastic games and parabolic equations", The Theory and Application of Differential Games (J. Grote and D. Reidel, eds.) Dordrecht, Holland (1975): 34-43.
28.  R.J. Elliott. "Averaged Hamiltonians in differential games", The Theory and Application of Differential Games (J. Grote and D. Reidel, eds.) Dordrecht, Holland (1975): 201-207.
29.  R.J. Elliott. "The existence of value in stochastic differential games", S.I.A.M. Journal of Control 14 (1976): 85-94.
30.  R.J. Elliott. "Feedback strategies in deterministic differential games", Workshop on Differential Games, Enschede, 1977. Lecture Notes in Control and Information Sciences Springer-Verlag 3 (1977): 123-135 
31.  R.J. Elliott and T. Jarvis. "Prior play in a deterministic differential game", Journal of Mathematical Analysis and Applications 86 (1982): 137-145.

Stochastic Calculus and Control 1975-1981

32.  R.J. Elliott. "New directions for dynamical systems", Inaugural Lecture, University of Hull Press (1975): 25 pp.
33.  R.J. Elliott. "Double martingales", Zeitschrift f^Ár Wahrscheinlichkeitstheorie 43 (1976): 17-28.
34.  R.J. Elliott. "Stochastic integrals for martingales of a jump process with partially accessible jump times", Zeitschrift f^Ár Wahrscheinlichkeitstheorie 36 (1976): 213-226.
35.  R.J. Elliott. "Martingales of a jump process and absolutely continuous changes of measure", Symposium on Stochastic Systems, University of Kentucky, (1985). In Mathematical Programming Study 5, (R. Wets, ed.) North Holland Publishing Co., Amsterdam (1976): 39-52.
36.  R.J. Elliott. "A stochastic minimum principle", Bulletin of the American Mathematical Society 82 (1976): 944-946.
37.  R.J. Elliott. "Levy-functionals and jump process martingales", Journal of Mathematical Analysis and Applications 57 (1977): 638-652.
38.  R.J. Elliott. "Innovation projections of a jump and process and local martingales", Proceedings of the Cambridge Philosophical Society 81 (1977): 77-90.
39.  R.J. Elliott. "Levy systems and absolutely continuous changes of measure for a jump process", Journal of Mathematical Analysis and Applications 61 (1977): 785-796.
40.  R.J. Elliott. "The optimal control of a stochastic system", S.I.A.M. Journal of Control and Optimization 15 (1977): 756-778.
41.  R.J. Elliott and M.H.A. Davis. "Optimal control of a jump process", Zeitschrift f^Ár Wahrscheinlichkeitstheorie 40 (1977): 183-202.
42.  R.J. Elliott. "Martingales and optimal control", Proceedings of the 2nd Kingston Conference on Control Theory. In "Differential Games and Control Theory II" (E.O. Roxin, P-T. Liu and R. Sternberg, eds.) Marcel Dekker, New York (1977): 137-146.
43.  R.J. Elliott. "The existence of optimal controls and saddle points in stochastic differential games", Workshop on Differential Games, Enschede, (1977). Lecture Notes in Control and Information Sciences Springer-Verlag 3 (1977): 136-142.
44.  R.J. Elliott. "The optimal control of a semimartingale", Third Kingston Conference on Differential Games and Control Theory, Marcel Dekker, New York, (1979): 51-65.
45.  A. Al-Hussaini and R.J. Elliott. "Weak martingales associated with a two parameter jump process", Lecture Notes in Control and Information Sciences Springer-Verlag 16 (1979): 142-155.
46.  R.J. Elliott. "The martingale calculus and applications", Lecture Notes in Control and Information Sciences, Springer-Verlag. 16 (1979): 252-263.
47.  R.J. Elliott and P.P. Varaiya. "A sufficient condition for the optimal control of a partially observed stochastic system", Analysis and Optimization of Stochastic Systems (O.L.R. Jacobs, ed.) Academic Press, New York, London, Toronto (1980): 11-20.
48.  R.J. Elliott and M. Kohlmann. "The variational principle and stochastic optimal control", Stochastics 3 (1980): 229-241.
49.  R.J. Elliott and M.H.A. Davis. "Optimal play in a stochastic differential game" S.I.A.M. Journal of Control and Optimization 19 (1981): 543-554.

Stochastic Calculus and Applications 1981-1985

50.  A. Al-Hussaini and R.J. Elliott. "Martingales, potentials and eponentials associated with a two parameter jump process", Stochastics 6 (1981): 23-42.
51.  A. Al-Hussaini and R.J. Elliott. "Stochastic calculus for a two parameter jump process", Lecture Notes in Mathematics, Springer-Verlag 863 (1981): 233-244.
52.  A. Al-Hussaini and R.J. Elliott. "Ito and Girsanov formulae for two parameter processes", Lecture Notes in Mathematics, Springer-Verlag 851 (1981): 464-469.
53.  R.J. Elliott. "Stochastic integration and discontinuous martingales", Lecture Notes in Mathematics, Springer-Verlag 851 (1981): 72-84.
54.  R.J. Elliott and M. Kohlmann. "On the existence of optimal partially observed controls" Journal of Applied Mathematics and Optimization 9 (1982): 41-66.
55.  R.J. Elliott and M. Kohlmann. "Robust filtering for correlated multidimensional observations", Mathematische Zeitschrift 178 (1982): 559-578.
56.  A. Al-Hussaini and R.J. Elliott. "Component failure and predictable projections", I.E.E.E. Transactions on Reliability R-31 (1982): 449.
57.  A. Al-Hussaini and R.J. Elliott. "Two parameter filtering equations for jump process semimartingales", IFIP Conference on Filtering and Optimization, Cocoyoc, Mexico, 1982. Lecture Notes in Control and Information Sciences, Springer-Verlag, 42 (1982): 113-124.
58.  R.J. Elliott. "The non-linear filtering equation", Lecture Notes in Control and Information Sciences Springer-Verlag 43 (1982):168-178.
59.  A. Al-Hussaini and R.J. Elliott. "Semimartingales and the empirical distribution", Proceedings of the Cambridge Philosophical Society 96 (1984): 167-172.
60.  A. Al-Hussaini and R.J. Elliott. "Statistical applications of the martingales associated with the single jump process", Theory of Probability and Applications (Moscow) 29 (1984): 585-590.
61.  A. Al-Hussaini and R.J. Elliott. "Convergence of the empirical distribution to the Poisson process", Stochastics 13 (1984): 299-308.
62.  R.J. Elliott. "Martingale methods in stochastic control", University of Ottawa, Department of Mathematics, Lecture Notes Series (1984): ii + 57 pp.
63.  A. Al-Hussaini and R.J. Elliott. "Filtrations for the two parameter jump process", Journal of Multivariate Analysis 16 (1985): 118-139.
64.  R.J. Elliott and B.D.O. Anderson. "Reverse time diffusions", Stochastic Processes and Applications 19 (1985): 327-339.
65.  R.J. Elliott. "A special semimartingale derivation of the smoothing and prediction equations", Systems and Control Letters 6 (1985): 287-289.
66.  R.J. Elliott. "Smoothing for finite state Markov processes", Lecture Notes in Control and Information Science Springer-Verlag 69 (1985): 199-206.

Stochastic Processes and Applications 1986-1991

67.  A. Al-Hussaini and R.J. Elliott. "The optimal control of a two parameter jump process", Lithuanian Journal of Mathematics 26 (1986): 128-142.
68.  R.J. Elliott. "Reverse time Markov processes", I.E.E.E. Transactions in Information Theory IT-32 (1986): 290-292.
69.  R.J. Elliott. "Reverse time differentiation and smoothing for a finite state Markov process", Annals of Probability 14 (1986): 480-489.
70.  R.J. Elliott. "Reverse time smoothing for point process observations", Lecture Notes in Control and Information Sciences, Springer-Verlag 78 (1986): 151-158.
71.  P. Antonelli and R.J. Elliott. "Non-linear filtering theory for coral/starfish and plant herbivore interactions", Journal of Stochastic Analysis and Applications 4 (1986): 1-23.
72.  P. Antonelli and R.J. Elliott. "The Zakai forms of the prediction and smoothing equations", I.E.E.E. Transactions in Information Theory IT-32 (1986): 816-817.
73.  A. Al-Hussaini and R.J. Elliott. "Enlarged filtrations for diffusions", Stochastic Processes and Applications 24 (1987): 99-107.
74.  P. Antonelli, R.J. Elliott and R.M. Seymour. "Non-linear filtering and Riemann scalar curvature", Advances in Applied Mathematics 8 (1987): 237-253.
75.  A. Al-Hussaini and R.J. Elliott. "An extension of the Ito differentiation formula", Nagoya Mathematics Journal 105 (1987): 9-18.
76.  R.J. Elliott. "An approximate minimum principle for a partially observed Markov chain", I.M.A. Volumes in Mathematics Stochastic Differential Systems, Springer-Verlag 10 (1987): 107-117.
77.  R.J. Elliott. "Robust approximations for the filtering problem", Invited paper. 21st I.E.E.E. Asilomar Conference on Signals, Systems and Computers, Asilomar, CA, November 1987 I.E.E.E. Computer Society (1988): 276-279.
78.  A. Al-Hussaini and R.J. Elliott. Semimartingale estimates for the empirical distribution", Revue Roumaine de Math^Âmatiques Pures et Appliqu^Âes 33 (1988): 679-683.
79.  R.J. Elliott and M. Kohlmann. "A short proof of a martingale representation result", Statistics and Probability Letters 6 (1988): 327-329,
80.  J. Baras, R.J. Elliott and M. Kohlmann. "The conditional adjoint process", Lecture Notes in Control and Information Science, Springer-Verlag 111 (1988): 654-662
81.  P. Antonelli, R. Bradbury, R. Buck, R.J. Elliott and R. Reichelt. "Nonlinear prediction of crown-of-thorns outbreaks on the Great Barrier Reef", Stochastic Analysis and Applications 6 (1988): 349-363.
82.  R.J. Elliott. "Filters with small non-linearities", 22nd Asilomar Conference on Signals, Systems and Computers, Asilomar, CA, November 1988 I.E.E.E. Computer Society (1989): 333-336.
83.  R.J. Elliott and M. Kohlmann. "Integration by parts, homogeneous chaos expansions and smooth densities", Annals of Probability 17 (1989): 194-207.
84.  R.J. Elliott and M. Kohlmann. "The existence of smooth densities for the prediction of filtering and smoothing problems", Acta Applicandae Mathematicae 14 (1989): 269- 286.
85.  J. Baras, R.J. Elliott and M. Kohlmann. "The partially observed stochastic minimum principle", S.I.A.M. Journal of Control and Optimization 27 (1989): 1279-1292.
86.  R.J. Elliott and M. Kohlmann. "The adjoint process in optimal stochastic control", Lecture Notes in Control and Information Science, Springer-Verlag 126 (1989): 115-127.
87.  R.J. Elliott and P.E. Kopp. "Direct solutions of Kolmogorov's equations by stochastic flows", Journal of Mathematical Analysis and Applications 142 (1989): 26-34. 
88.  R.J. Elliott and M. Kohlmann. "Integration by parts and densities for a jump process", Stochastics 27 (1989): 83-97.
89.  R.J. Elliott. "Bilateral prediction", I.E.E.E. Transactions in Information Theory 35 (1989): 912-917.
90.  N. Cutland and R.J. Elliott. "The driving noise of a finite state, Markov process", Probability and Mathematical Statistics 10 (1989): 65-74.
91.  A. Al-Hussaini and R.J. Elliott. "Markov bridges and enlarged filtrations", Canadian Journal of Statistics 17 (1989): 329-332.
92.  R.J. Elliott and M. Kohlmann. "Martingale representation and the Malliavin calculus", Applied Mathematics and Optimization 20 (1989): 105-112.
93.  R.J. Elliott. "Ordinary differential equations and flows", Applied Mathematics Notes. 14 (1989): 1-7.
94.  R.J. Elliott and M. Kohlmann. "The variational principle for optimal control of diffusions with partial information", Systems and Control Letters 12 (1989): 63-89.
95.  R.J. Elliott and R. Glowinski. "Approximations to solutions of the Zakai filtering equation", Stochastic Analysis and Applications 7 (1989): 145-168.
96.  R.J. Elliott and M. Kohlmann. "Integration by parts and the Malliavin calculus", Lecture Notes in Control and Information Sciences, Springer-Verlag 126 (1989): 128-139.
97.  R.J. Elliott. "Filtering and control for point process observations", Recent Advances in Stochastic Calculus (J. Baras and V. Mirelli, eds.) Progress in Automation and Information Systems Springer-Verlag 1 (1990): 1-27.
98.  R.J. Elliott. "Filtering with a small nonlinear term in the signal", Systems and Control Letters 15 (1990): 81-90.
99.  R.J. Elliott, M. Kohlmann and J. Macki. "A proof of the minimum principle using flows", Annali Polonici Mathematici 51 (1990): 141-145.
100.  R.J. Elliott. "Filtering for a logistic equation", Mathematics and Computer Modelling 13 (1990): 1-10.
101.  R.J. Elliott. "The optimal control of diffusions", Applied Mathematics and Optimization 22 (1990): 229-240.
102.  R.J. Elliott and A.H. Tsoi. "Time reversal of non Markov point processes", Annales de l'Institut Henri Poincar^Â 26 (1990): 357-373.
103.  R.J. Elliott. "Filtering and estimation of a Markov chain", 23rd I.E.E.E. Asilomar Conference on Signals, Systems & Computers I.E.E.E. Computer Society, Maple Press (1990): 709-713.
104.  R.J. Elliott. "The adjoint process for a partially observed Markov chain", Proceedings of the 29th I.E.E.E. Conference on Decision and Control # (1990): 2337-2340.
105.  R.J. Elliott. "The control of a partially observed Markov chain", 24th I.E.E.E. Asilomar Conference on Signals Systems and Computers, November, 1990, I.E.E.E. Computer Society, Maple Press, (1991): 598-602.

Filtering and Stochastic Processes 1991-1995

106.  R.J. Elliott. "Filtering with two sided filtrations", In Applied Stochastic Analysis (M.H.A. Davis and R.J. Elliott, eds.) Gordon and Breach, New York, London (1991): 523-535.
107.  R.J. Elliott. "Martingales associated with finite Markov chains", Seminar on Stochastic Processes, 1990 (E. Cinlar, R. Williams and P. Fitzsimmons, eds.) Birhauser, Boston, (1991): 161-172.
108.  R.J. Elliott and A.H. Tsoi. "Integration by parts for the single jump process", Statistics and Probability Letters 12 (1991): 363-370.
109.  R.J. Elliott and H. Yang. "The control of partially observed diffusions", Journal of Optimization Theory and Applications 71 (1991): 485-501.
110.  M.H.A. Davis, M.A.H. Dempster and R.J. Elliott. "On the value of information in controlled diffusion processes", Liber Amicorum for M. Zakai, Academic Press (1991): 125-138.
111.  R.J. Elliott, D. Sworder and T.J. Taylor. "A non-Markov finite dimensional filter", 25th I.E.E.E. Asilomar Conference in Signals Systems and Computers, November 1991, I.E.E.E. Computer Society, Maple Press (1992): 180-184.
112.  R.J. Elliott and D. Sworder. "Control of a hybrid conditionally linear Gaussian process", Journal of Optimization Theory and Applications 74 (1992): 75-85.
113.  R.J. Elliott and H. Yang. "Forward and backward equations for an adjoint process", Festschrift for G. Kallianpur, Springer-Verlag, Berlin-Heidelberg-New York (1992): 61-70.
114.  R.J. Elliott. "A partially observed control problem for Markov chains", Applied Mathematics and Optimization 25 (1992): 151-169.
115.  L. Aggoun and R.J. Elliott. "Finite dimensional predictors for hidden Markov chains", Systems & Control Letters 19 (1992): 335-340.
116.  R.J. Elliott. "Finite dimensional filters related to Markov chains", Lecture Notes in Control and Information Sciences (T. Duncan and B. Pasik-Duncan, eds.) Springer-Verlag 184 (1992): 140-160.
117.  M. James, J. Baras and R.J. Elliott. "Output feedback risk sensitive control and differential games for continuous time nonlinear systems", 32nd I.E.E.E. Conference on Decision and Control, I.E.E.E. Press (1993): 3357-3360.
118.  R.J. Elliott. "A general recursive discrete time filter", Journal of Applied Probability 30 (1993): 575-588.
119.  R.J. Elliott and A.H. Tsoi. "Integration by parts for the Poisson processes" Journal of Multivariate Analysis 44 (1993): 179-190.
120.  R.J. Elliott. "New finite dimensional filters and smoothers for noisily observed Markov chains", I.E.E.E. Transactions on Information Theory 39 (1993): 265-271.
121.  R.J. Elliott and J.B. Moore. "Discrete time partially observed control", In Differential Equations, Dynamical Systems and Control Science, A Festschrift in Honor of Lawrence Markus, (D. Elworthy, W.N. Everitt and E.B. Lee, eds.) Marcel Dekker, New York (1993): 481-490.
122.  R.J. Elliott and J.B. Moore. "Discrete time control under a reference measure", IFAC Congress, Sydney, Pergamon Press, Oxford 1 (1993): 157-160.
123.  L. Aggoun, R.J. Elliott and J.B. Moore. "Adjoint processes for Markov chains observed in Gaussian noise", 26th I.E.E.E. Asilomar Conference on Signals, Systems & Computers, I.E.E.E. Computer Society Press (1993): 396-399.
124.  V. Krishnamurthy and R.J. Elliott. "A parallel filtered-based EM algorithm for hidden Markov model and sinusoidal drift parameter estimation", 32nd I.E.E.E. Conference on Decision & Control, San Antonio, Texas, December 15-17, 1993 (1993): 726-731.
125.  L. Aggoun and R.J. Elliott. "A jump process filter", 27th Asilomar Conference in Signals, Systems and Computers I.E.E.E. Computer Society Press (1994): 682-684.
126.  L. Aggoun, A. Bensoussan, R.J. Elliott and J.B. Moore. "Finite dimensional exponential LQG control", 1994 American Automatic Control Conference, Baltimore 2 (1994): 1479-1483.
127.  R.J. Elliott and M. Kohlmann. "A second order minimum principle and adjoint process", Stochastics & Stochastics Reports 46 (1994): 25-39.
128.  R.J. Elliott and H. Yang. "How to count and guess well: Discrete adaptive filters", Applied Mathematics and Optimization 30 (1994): 51-78.
129.  R.J. Elliott. "Exact adaptive filters for Markov chains observed in Gaussian noise", Automatica 30 (1994): 1399-1408.
130.  R.J. Elliott and J.B. Moore. "Recursive parameter estimation for partially observed Markov chains", 27th I.E.E.E. Asilomar Conference on Signals, Systems & Computers I.E.E.E. Computer Society Press (1994): 1628-1632
131.  R.J. Elliott. "Measure change estimates for hidden Markov models", Systems & Control Letters 22 (1994): 149-157.
132.  R.J. Elliott and L. Aggoun. "Estimation for hidden Markov random fields", Journal of Statistical Planning and Inference 50 (1996): 343-351.
133.  R.J. Elliott and L. Aggoun. "Estimation for discrete Markov random fields observed in Gaussian noise", I.E.E.E. Transactions on Information Theory 40 (1994): 1600-1603.
134.  M. James, J. Baras and R.J. Elliott. "Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems", I.E.E.E. Transactions on Automatic Control 39 (1994): 780-792.
135.  L. Aggoun and R.J. Elliott. "Celestial signal estimation", Stochastic Analysis and Applications 12 (1994): 399-407.
136.  R.J. Elliott. "Recursive estimation for hidden Markov models: A dependent case", Stochastic Analysis and Applications 13 (1995): 437-460.
137.  L. Aggoun and R.J. Elliott. "Finite dimensional models for hidden Markov chains", Advances in Applied Probability 27 (1995): 146-160.
138.  V. Krishnamurthy and R.J. Elliott. "A filtered EM algorithm for joint hidden Markov model and sinusoidal parameter estimation", I.E.E.E. Transactions on Signal Processing 43 (1995): 353-358.
139.  R.J. Elliott and L. Aggoun. "M.A.P. estimation using measure change for continuous state random fields", Systems and Control Letters 26 (1995): 239-244.
140.  A. Bensoussan and R.J. Elliott. "A finite dimensional risk sensitive control problem", S.I.A.M. Journal of Control and Optimization 33 (1995): 1834-1846.
141.  L. Aggoun, A. Bensoussan, R.J. Elliott and J.B. Moore. "Finite dimensional quasi-linear risk sensitive control", Systems and Control Letters 25 (1995): 151-157.
142.  M. Kent, D. Sworder and R.J. Elliott. "GMSK for mobile communication", 28th I.E.E.E. Asilomar Conference on Signals, Systems & Computers, October 1994 I.E.E.E. Computer Society Press, (1995): 455-459.
143.  V. Benes and R.J. Elliott. "Finite dimensional risk sensitive information states". I.F.A.C. Symposium on Nonlinear Control System Design, Lake Tahoe, CA, June 1995 (1995): 471-476.
144.  F. Dufour, R.J. Elliott and A. Tsoi. "Asymptotic study of estimation in filtering for linear systems with jump parameters", I.E.E.E. Conference on Decision and Control. New Orleans, December 1995 I.E.E.E. Press, Piscataway, NJ (1995): 3349-3353.
145.  J. Baras, A. Bensoussan and R.J. Elliott. "Some results on risk sensitive control with partial information", I.E.E.E. Conference on Decision and Control, New Orleans, December 1995 I.E.E.E. Press, Piscataway, NJ (1995): 2853-2857.
146.  C. Charalambous and R.J. Elliott. "Examples of optimal control for nonlinear stochastic control problems with partial information", I.E.E.E. Control and Decision Conference, New Orleans, December 1995. I.E.E.E. Press, Piscataway, NJ (1995): 2187-2192.
147.  C. Charalambous and R.J. Elliott. "Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H infinity, or robust, control", 34th I.E.E.E. Conference on Decision and Control, New Orleans, December 1995, I.E.E.E. Press, Piscataway, NJ (1995): 2858-2863.
148.  L. Aggoun, R.J. Elliott and J.B. Moore. "A measure change derivation of continuous state Baum-Welch estimators", Journal of Mathematical Systems, Estimation & Control 5 (1995), 359-362.

Stochastic Filtering and Applications 1995-

.
149.  R.J. Elliott and L. Aggoun. "M.A.P. estimation for hidden discrete random fields", Stochastic Analysis and Applications 16(1998) 83-89. 
150.  J.B. Moore, R.J. Elliott and S. Dey. "Risk sensitive generalizations of minimum variance estimation and control", Third I.F.A.C. Symposium on Nonlinear Control Systems Design, Lake Tahoe, CA, June 1995 2 (1995): 466-470.
151.  V. Krishnamurthy and R.J. Elliott. "Filters for estimating Markov modulated Poisson processes and image enhanced tracking", I.E.E.E. Conference on decision and Control, New Orleans, December 1995, I.E.E.E. Press, Piscataway, NJ (1995): 63-68.
152.  R.J. Elliott and J.B. Moore. "State and parameter estimation for linear systems", Journal of Mathematical Systems, Estimation and Control 6 (1996): 125-128.
153.  A. Bensoussan and R.J. Elliott. "General finite dimensional risk sensitive problems and small noise limits", I.E.E.E. Transactions on Automatic Control 41 (1996): 210-215.
154.  M. Kent, D.D. Sworder, R.J. Elliott and F. Dufour. "Fading in mobile GMSK", 29th I.E.E.E. Asilomar Conference on Signals, Systems and Computers, Asilomar, CA, November 1995 I.E.E.E. Computer Society Press (1996): 314-318.
155.  F. Dufour, P. Bertrand and R.J. Elliott. "Filtering for linear systems with jump parameters and high signal to noise ratio", 13th I.F.A.C. World Congress, San Francisco, June 1996 H (1996): 445-450.
156.  R.J. Elliott, J.B. Moore and S. Dey. "Risk sensitive maximum likelihood sequence estimation", I.E.E.E. Trans. on Circuits and Systems 43 (1996): 805-810.
157.  C. Charalambous and R.J. Elliott. "Finite dimensional observers and controllers for nonlinear systems", 13th IFAC World Congress, San Francisco, June 1996 E (1996): 389-394.
158.  C. Charalambous and R.J. Elliott. "Explicit solutions for nonlinear partially observable stochastic control problems", Proceedings of 3rd IEEE Mediterranean Symposium and New Directions in Control & Automation. Cyprus. Vol. II. 189-196. 
159.  M. James and R.J. Elliott. "Risk sensitive and risk neutral control for continuous time hidden Markov models", Applied Mathematics and Optimization 34 (1996): 37-50.
160.  R.J. Elliott, J.B. Moore and S. Dey. "Risk sensitive generalizations of minimum variance estimation and control" Journal of Mathematical Systems and Control 7 (1997): 123-126.
161.  R.J. Elliott, F. Dufour and D.D. Sworder. "Exact hybrid filters in discrete time", I.E.E.E. Transactions on Automatic Control 41 (1996): 1807-1810.
162.  V. Benes and R.J. Elliott. "Finite dimensional solutions of a modified Zakai equation", Mathematics of Control, Signals and Systems 9 (1996), 341-351.
163.  C. Charalambous and R.J. Elliott. "Finite dimensional nonlinear output feedback disturbance attenuation control problems", Proceedings of the 3rd I.E.E.E Mediterranean Symposium on New Directions in Control and Automation, Limassol, Cyprus 4 (1995): 371-378.
164.  C. Charalambous and R.J. Elliott. Examples of optimal control for nonlinear stochastic control problems with partial information' I.E.E.E. Control and Decision Conference, New Orleans, December 1995. I.E.E.E. Press Piscataway, NJ: 2187-2192.
165.  C. Charalambous and R.J. Elliott. "Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities", I.E.E.E. Trans. Auto. Control, 44 (1999): 1753-1759.
166.  R.J. Elliott and J.B. Moore. "Zakai equations for Hilbert space valued processes", Stochastic Analysis & Applications, 16(1998), 597-605.
167.  R.J. Elliott. "A genetic filtering problem", Stochastic Analysis and Applications, 17 (1999), 541-552.
168.  V. Krishnamurthy and R.J. Elliott. "Filters for estimating Markov Modulated Poisson processes and Image enchanced tracking", Automatica 33 (1997), 821-833.
169.  R.J. Elliott and V. Krishnamurthy. "New finite dimensional filters for the estimation of discrete time linear Gaussian models" I.E.E.E Transactions on Automatic Control, 44 (1999): 938-951.
170.  C. Charalambous and R.J. Elliott. "Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems", I.E.E.E. Transactions on Automatic Control 42 (1997), 482-497.
171.  L. Aggoun and R.J. Elliott. "Measure change techniques in optimal control", Journal of Applied Mathematics and Optimization 35 (1997), 165-175.
172.  R.J. Elliott and V. Krishnamurthy. "Exact finite dimensional filters for maximum likelihood parameter estimation of continuous time linear-Gaussian systems", S.I.A.M. Jour. Control, 35(1997), 1908-1925.
173. F. Dufour, R.J. Elliott and A. Tsoi. "Aymptotic filters for linear systems with jump parameters in the case of high signal to noise ratio", 34th I.E.E.E Conference on Decision and Control, New Orleans, December 1995, I.E.E.E Press, Piscataway, NJ: 3349-3353.
174.  L. Aggoun and R.J. Elliott. "Recursive estimation in capture recapture models", Sultan Qaboos University, Oman, Science and Technology, 3 (1998): 67-75.
175.  V. Krishnamurthy and R.J. Elliott. "Exact finite dimensional filters for doubly stochastic auto- regressive processes", I.E.E.E. Trans. Auto. Control 42 (1997), 1289-1293.
176.  R.J. Elliott and J. van der Hoek. "A finite dimensional filter for hybrid observations", I.E.E.E. Trans. Automatic Control, 43(1998), 736-739.
177.  R.J. Elliott, S. Dey and J.B. Moore. "Risk sensitive maximum likelihood sequence estimation", 13th I.F.A.C. World Congress, San Francisco, June 1996, Vol J. 191-196.
178.  C. Charalambous and R.J. Elliott. "Classes of nonlinear partially observable stochastic optimal control problems with explicit control laws", S.I.A.M. Journal of Control and Optimization, 36(1998), 542-578.
179.  F. Dufour and R.J. Elliott. "Adaptive control of linear systems with Markov pertubations" I.E.E.E. Automatic Control, 43(1998), 351-372.
180.  F. Dufour and R.J. Elliott. "Filtering with discrete state observations", 36th I.E.E.E Conference on Decision and Control, San Diego, CA, December 1997, I.E.E.E Press, Piscataway N.J., 4451-4454.
181.  J. Baras, A. Bensoussan, C. Charalambous and R.J. Elliott. "Risk sensitive control, certainty equivalence principle and small noise limits".
182.  V. Krishnamurthy and R.J. Elliott. "Exact finite dimensional filters for certain exponential functionals of Gaussian state processes", 36th I.E.E.E. Conference on Decision and Control, San Diego CA, December 1997, I.E.E.E Press, Piscataway NJ 1637-1652.
183.  R.J. Elliott and V. Krishnamurthy. "Finite dimensional filters for maximum likelihood estimation of continuous time linear Gaussian systems", 36th I.E.E.E. Conference on Decision and Control, San Diego CA, December 1997, I.E.E.E Press, Piscataway NJ, 4469-4474.
184.  R.J. Elliott, J. Ford and J.B. Moore. "On-line consistent estimation of Hidden Markov Models", submitted for publication. 
185.  R.J. Elliott and J.B. Moore. "Almost sure parameter estimation and convergence rates for Hidden Markov Models", Systems and Control Letters, 32(1997), 203-207.
186.  R.J. Elliott and J.B. Moore. "A martingale Kronecker lemma and parameter estimation for linear systems", I.E.E.E Transactions on Automatic Control, 43(1998), 1263-1265.
187.  R.J. Elliott. "A continuous time Kronecker lemma and martingale convergence".Stochastic Analysis and Applications, Accepted June 27, 2000. 7 ms. pages.
188.  J. Manton, R.J. Elliott and V. Krishnamurthy. "Discrete time filters for a doubly stochastic Poisson process and other exponential noise models", Journal of Adaptive Control and Signal Processing. , International Journal of Adaptive Control and Signal Processing 13 (1999): 393-416.
189.  M. Kent, D.D. Sworder and R.J. Elliott. "Fading in mobile GMSK-II." 30th I.E.E.E. Asilomar Conference on Signals, Systems & Computers. Nov 1996. I.E.E.E. Computer Society Press, 1997, pp 617-621.
190.  C. Charalambous and R.J. Elliott. "New finite dimensional stochastic optimal control problems." Proceedings of the 1997 American Control Conference, June 1997.
191.  C. Charalambous, S. Dey and R.J. Elliott. "New finite dimensional risk sensitive filters: small noise limits." I.E.E.E. Transactions on Automatic Control, 43 (1998): 1424-1429.
192.  C. Charalambous and R.J. Elliott. "New explicit filters and smoothers for diffusion with nonlinear drift and measurement".Systems and Control Letters 33 (1998): 89-103.
193.  S. Dey, R.J. Elliott and J.B. Moore. "Finite dimensional risk sensitive estimation for continuous time non-linear systems", European Control Conference 1997 pp2830-2835.
194.  C. Charalambous, S. Dey and R.J. Elliott. "New finite dimensional risk sensitive filters". Proceedings 1997 American Control Conference, June 1997 pp435-439.
195.  C. Charalambous and R.J. Elliott. "New finite dimensional stochastic optimal control problems". Proceedings 1997 American Control Conference, June 1997.
196. C. Charalambous, R.J. Elliott and V. Krishnamurthy. "Conditional moment generating functions for integrals and stochastic integrals. 36th IEEE Conference on Decision and Control, San Diego CA, December 1997, I.E.E.E Press Piscataway NJ, 3944-3949.
197. C. Charalambous and R.J. Elliott. "Certain results concerning filtering and control of diffusions in small white noise". 36th I.E.E.E. Conference on Decision and Control, San Diego CA, December 1997, I.E.E.E Press Piscataway NJ, 2773-2778
198. C. Charalambous and R.J. Elliott. "Information states in optimal control and filtering: a Lie algebraic theoretic approach",36th I.E.E.E. Conference on Decision and Control. San Diego CA, December 1997, I.E.E.E Press Piscataway NJ, 2801-2808.
199. V. Krishnamurthy and R.J. Elliott. "Exact finite dimensional filters for exponential functionals of the state" Stochastic Analysis, Control Optimization and Applications. A Volume in Honor of W.H. Fleming. Birkhauser, Boston, 1999. pp. 391-408.
200. R.J. Elliott, J. Ford and J.B. Moore. "Almost-sure parameter estimation for partially observed discrete-time linear systems", submitted for publication.
201. R.J. Elliott, V. Krishnamurthy and H. V. Poor. "Exact filters for certain moments and stochastic integrals of the state of systems with Benes nonlinearity", I.E.E.E. Trans. Auto. Control 44 (1999): 1929-1933..
202. R.J. Elliott, V. Krishnamurthy and J. Manton. "Optimal estimation of Poisson rate from discrete time observations", I.E.E.E. Conference on Communications, Montreal PQ, June 1997, I.E.E.E Press Piscataway NJ, pp 1392-1395.
203. W. P. Malcolm, M. R. James and R. J. Elliott. "Risk sensitive filtering with Counting process observations",37th I.E.E.E. Conference on Decision and Control. Tampa FL, December 1998, I.E.E.E. Press Piscataway NJ, pp 2300-2304.
204. W. P. Malcolm, R. J. Elliott and M. R. James. "Risk sensitive filtering with Poisson observations", Journal of Applied Mathematics and Optimization, 41 (2000): 387-402.
205. W. P. Malcolm, R. J. Elliott. "M-ary detection for a Cox process model", International Symposium on Signal Processing and its Applications, Brisbane Australia, August 1999.
206. W. P. Malcolm, R.J. Elliott and M. R. James. "Risk sensitive filtering with continuous time observations", I.E.E.E. Conference on Decision and Control, Phoenix Arizona, December 1999, I.E.E.E Press Piscataway NJ, pp 143-150.
207. W. P. Malcolm, and R.J. Elliott. "A general smoothing equation for Poisson observations", I.E.E.E. Conference on Decision and Control, Phoenix Arizona, December 1999. I.E.E.E Press Piscataway NJ, pp 4106-4110.
208. R.J. Elliott and W. P. Malcolm. "Reproducing Gaussian densities and linear Gaussian detection", Systems and Control Letters 40 (2000) pp 133-138.
209. J. Baras, A. Bensoussan and R.J. Elliott, `Some results on risk sensitive control with partial information' I.E.E.E. Conference on Decision and Control, New Orleans, December 1995. I.E.E.E. Press, Piscataway, NJ: 2853-2857.
210. C. Charalambous, A. Logothetis and R.J. Elliott, `Bank filters for ML parameter estimation via the expectation maximization algorithm: The continuous time case', 37th I.E.E.E. Conference on Decision and Control, Tampa, FL, December 1988, I.E.E.E. Press, Piscataway, NJ: 2317-2322.
211. F. Dufour, P. Bertrand and R.J. Elliott, `Filtering for linear systems with jump parameters and high signal to noise ratio' 13th I.F.A.C. World Congress, San Francisco June 1996 H: 445-450.
212. J.B. Moore, R.J. Elliott and S. Dey, `Risk sensitive generalizations of minimum variance estimation and control' 3rd I.F.A.C. Symposium on Nonlinear Control Systems Design, Lake Tahoe, CA, June 1995 2 (1995): 466-470.
213. L. Aggoun and R.J. Elliott, `Recursive estimation in capture-recapture methods' Sultan Qaboos University, Oman, Science and Technology, 3 (1998): 67-75.
214. V. Krishnamurthy and R.J. Elliott, `Filters for estimating Markov modulated Poisson processes and image enhanced tracking' 34th I.E.E.E. Conference on Decision and Control, New Orleans, December 1995. I.E.E.E. Press, Piscataway, NJ: 63-68.
215. C. Charalambous and R.J. Elliott, `Finite dimensional observers and controllers for nonlinear systems' 13th I.F.A.C. World Congress, San Francisco, June 1996 E: 389-394.
216. C. Charalambous and R.J. Elliott, `Information states in stochastic control and filtering: A Lie theoretic approach' I.E.E.E. Trans. Auto. Control 45 (2000): 653-674.
217. M. Kent, D.D. Sworder and R.J. Elliott, `Fading in mobile GMSK channel', 36th I.E.E.E. Conference on Decision and Control, San Diego, CA, December 1997, I.E.E.E. Press, Piscataway, NJ, 4451-4454.
218. V. Krishnamurthy and R. J. Elliott, `Finite dimensional filters for the estimation of discrete time Gauss-Markov models' 36th I.E.E.E. Conference on Decision and Control, San Diego, CA, December 1997, I.E.E.E. Press, Piscataway, NJ: 1637-1642.
219. C.D. Charalambous and R.J. Elliott, `Explicit solutions for nonlinear partially observable stochastic control problems' Proceedings of 3rd I.E.E.E. Mediterranean Symposium and New Directions in Control and Automation, Limassol, Cyprus II (1995): 189-196.
220. W.P. Malcolm and R.J. Elliott, `Dynamic model tracking for Markov modulated Poisson processes." I.E.E.E. 
221. R.J. Elliott, 'Improved smoothers for discrete time hidden Markov model estimation'.
222. L.B. White and R.J. Elliott, 'Mixed Viterbi/LSE for convolutional coded signals transmitted over a fading channel'.
223. D.D. Sworder, J.E. Boyd and R.J. Elliott, 'Model estimation in hybrid systems' Jour. Math. Anal. and App.245 (2000) 225-247.
224. V. Krishnamurthy and R.J. Elliott, 'Robust continuous-time smoothers-without two sided stochastic integrals'.
225. R.J. Elliott and W.P. Malcolm, 'Robust EM Algorithms for Markov modulated Poisson processes' 39th I.E.E.E. Conference on Decision and Control, Sydney, Australia, December 2000, 4678-4685.
226. V. Krishnamurthy and R.J. Elliott, 'Robust continuous-time smoothers-without two sided stochastic integrals'. 39th I.E.E.E. Conference on Decision and Control, Sydney, Australia, December 2000, 286-291.
227. L.B. White and R.J. Elliott, 'Detection of changes in Dynamic Networks. Part A. A linear systems approach.'
228. D.D. Sworder, J.E. Boyd, R.G. Hutchins and R.J. Elliott, ‘Bearing only tracking from a stationary platform.’ 35th I.E.E.E. Asilomar Conference.
229. R.J. Elliott and W.P. Malcolm, ‘Robust smoother dynamics for Poisson processes driven by an Ito diffusion’. 40th I.E.E.E. Conference on Decision and Control, Tampa, Fl.
230. R.J. Elliott and W.P. Malcolm, ‘Improved smoother dynamics for discrete time HMM parameter estimation. 40th I.E.E.E. Conference on Decision and Control, Tampa, Fl.
231. R.J. Elliott and W.P. Malcolm, ‘Robust M-ary detection filters for continuous time jump Markov systems. 40th I.E.E.E. Conference on Decision and Control, Tampa, Fl.

Mathematical Finance 1990-

228.  R.J. Elliott and P.E. Kopp. "Option pricing and hedge portfolios for Poisson processes", Journal of Stochastic Analysis and Applications 8 (1990): 157-167.
229.  R.J. Elliott and H. F^Ôollmer. "Orthogonal martingale representation", Liber Amicorum for M. Zakai. Academic Press (1991): 139-152.
230.  D. Colwell, R.J. Elliott and P.E. Kopp. "Martingale representations and hedging policies". Stochastic Processes and Applications 38 (1991): 335-345.
231.  G. Barone-Adesi and R.J. Elliott. "Pricing the treasury bond futures contract as the minimum value of delivarable bond prices", The Review of Futures Markets 8 (1991): 438-444.
232.  R.J. Elliott and P.E. Kopp. "Equivalent martingale measures for bridge processes", Journal of Stochastic Analysis and Applications 9 (1991): 429-444.
233.  G. Barone-Adesi and R.J. Elliott. Approximations for the values of American options", Journal of Stochastic Analysis and Applications 9 (1991): 115-131.
234.  D.B. Colwell and R.J. Elliott. "Martingale representation and non-attainable contingent claims", 15th IFIP Conference, (P. Kall, ed.) Lecture Notes in Control and Information Sciences 180 (1992): 833-842.
235.  M. Chesney, R.J. Elliott and R. Gibson. "Analytical solutions for the pricing of American bond and yield options", Mathematical Finance 3 (1993): 277-294.
236.  M. Chesney and R.J. Elliott. "Estimating the volatility of an exchange rate", 6th International Symposium on Applied Stochastic Models and Data Analysis (J. Janssen and C. Skiadis, eds.) World Scientific Singapore (1993): 131-135.
237.  D.B. Colwell and R.J. Elliott. "Discontinuous asset prices and nonattainable contingent claims", Mathematical Finance 3 (1993): 295-308.
238.  M. Chesney, R.J. Elliott, Dilip Madan and Hailiang Yang. "Diffusion coefficient estimation and asset pricing when risk period and sensitivities are time varying", Mathematical Finance 3 (1993): 85-99.
239.  R.J. Elliott and R.W. Rishel. "Estimating the implicit interest rate of a risky asset", Stochastic Processes and Applications 49 (1994): 199-206.
240.  R.J. Elliott and A. Tsoi. "Martingale representation in continuous trading", 33rd I.E.E.E. Conference on Decision and Control, Orlando, FL, December 14-16, 1994 (1994): 2807-2812.
241.  A. Bensoussan and R.J. Elliott. "Attainable claims in a Markov market", Mathematical Finance 5 (1995): 121-131.
242.  W. Allegretto, G. Barone-Adesi and R.J. Elliott. "Numerical evaluation of the critical price and American options", European Journal of Finance 1 (1995): 69-78.
243.  M. Chesney and R.J. Elliott. "Estimating the instantaneous volatility and covariance of risky assets", Applied Stochastic Models and Data Analysis 11 (1995): 51-58.
244.  R.J. Elliott, W.C. Hunter, P.E. Kopp and D.B. Madan. "Pricing via multiplicative price decomposition", Journal of Financial Engineering 4 (1995): 247-262.
245.  R.J. Elliott and W.C. Hunter. "Filtering a discrete time price process", 29th I.E.E.E. Asilomar Conference on Signals Systems and Computers, Asilomar, CA I.E.E.E. Computer Society Press (1996): 1305-1309.
246.  R.J. Elliott, D. Madan and C. Lahaie. "Filtering derivative security evaluations from market prices", Proceedings of the Isaac Newton Institute Bank of England Conference on Mathematical Finance, June 1995, Cambridge University Press (1997), 141-162.
247.  R.J. Elliott, H. Geman and R. Korkie, "Portfolio optimization and contingent claim pricing with differential information", Stochastics and Stochastic Reports, 60(1997), 185-203.
248.  R.J. Elliott, D.B. Madan and F. Milne, "Parsimonious asset pricing models", submitted for publication.
249.  R.J. Elliott and D. Madan. "A discrete time equivalent martingale measure". Math. Finance, 8(1998), 127-152.
250.  R.J. Elliott, W.C. Hunter and B.M. Jamieson. "Drift and volatility estimation in discrete time", Jour. of Economic Dynamics & Control, 22(1998) 209-218.
251.  R.J. Elliott, W.C. Hunter and B.M. Jamieson. "Financial signal processing", International Journal of Theoretical and Applied Finance, 4 (2001): 567-584.
252.  R.J. Elliott and J.van der Hoek. "An application of hidden Markov models to asset allocation problems", Finance and Stochastics 3 (1997), 229-238.
253.  F. Aldabe, G. Barone-Adesi and R.J. Elliott. "Option pricing with regularized fractional Brownian motions", Applied Stochastic Models and Data Analysis, 14(1998), 285-294.
254.  R.J. Elliott, H. Geman and D. Madan. "Pricing American options using Laplace transform techniques". Working paper.
255. R.J. Elliott, P. Fischer and E. Platen. "Hidden Markov model filtering for a mean reverting interest rate model", Canadian Applied Math. Quarterly 7 (1999): 15 ms. pages.
256. R.J.Elliott, W.P. Malcolm and A.H. Tsoi. "Robust parameter estimation for asset price models with Markov modulated volatilities." Submitted for publication.
257. P.P. Boyle, R.J. Elliott and H. Yang. "Controlled diffusion models of an insurance company", submitted for publication.
258. R.J. Elliott and M. Jeanblanc. "Incomplete Markets with Jumps and Informed Agents",Math. Methods of Operations Research 50 (1999): 475-492.
259. R.J. Elliott and M. J. van der Hoek. "Stochastic flows and the forward measure", Finance and Stochastics. Accepted Oct. 18, 2000. 15 ms pages.
260. R.J. Elliott, A. Tsoi and S.H.Lui. "Short rate analysis and marked point processes", Mathematical Methods of Operations Research 50 (1999),149=160.
261. S. Clark, R.J. Elliott, J. van der Hoek and J. Valencia. "Nonlinear filter estimation of volatility", submitted for publication.
262. R.J. Elliott and E. Platen. "Hidden Markov chain filtering for generalized Bessel processes",in 'Stochastics in Finite and Infinite Dimensions: In Honor of Gopi Kallianpur.' Birkhauser. Boston, Basel, Berlin, 2000: 122-148.
263. R.J. Elliott and J. van der Hoek. "Using the Hull-White two factor model in bank treasury risk management", Proceedings of the Bachelier World Congress, Paris, June 2000, Springer Verlag.
264. R.J. Elliott, P. Fischer and E. Platen, `Dynamic asset allocation and filtering in continuous time'.
265. R.J. Elliott, M. Jeanblanc and M. Yor, `Some models of default risk'. Mathematical Finance 10 (2000), 179-195.
266. A. Cadenillas and R.J. Elliott, 'On the pricing of swing options'.
267. R.J. Elliott and J. van der Hoek, 'A general fractional white noise theory and applications to finance'. Submitted for publication.
268. R.J. Elliott, T.K. Siu and H. Yang, 'On a generalized form of risk measure'.Submitted for publication.
269. R.J. Elliott and J. Hinz, 'Portfolio analysis, hidden Markov models and chart analysis by PF-diagrams.'
270. R.J. Elliott, G.Sick and M. Stein, 'Pricing Electricity Calls'.
271. R.J. Elliott and J. van der Hoek, ‘Fractional Brownian Motion and Financial Modelling’. Trends in Mathematics. Proceedings of the Conference on Finance and Stochastics, Konstanz, Germany. Birkhauser Verlag, Basel 2001. pp. 140-151.
272. J.Buffington and R.J.Elliott, "American options with regime switching".Submitted for publication.
273. R.J.Elliott and R.S.Mamon, 'Term structure of a Vasicek model with a Markovian mean reverting level.' Submitted for publication.
274. R.J.Elliott and R.S.Mamon, 'A complete yield curve description of a Markov interest model'. Submitted for publication.
275. C. Wilson and R.J. Elliott, ‘The term structure of interest rates when a Markov chain is driving drift and volatility parameters of the short rate diffusion process’.
276. A. Cadenillas, R.J. Elliott and L.A. Leger, ‘On the pricing of American options when the asset is a mean-reverting process’. 

BOOK REVIEWS

1.  A. Sard. "Mathematical surveys", (A.M.S.) Vol. 9. Linear Approximation, Journal of the London Mathematical Society 41 (1966): 189-190.
2.  R.S. Palais. "Foundations of global non linear analysis", Bulletin of the London Mathematical Society 2 (1970): 248-250.
3.  F. Treves. "Linear partial differential equations", Bulletin of the London Mathematical Society 4 (1972): 114-118.
4.  V.P. Palamodov. "Linear differential operators with constant coefficients", Bulletin of the London Mathematical Society 4 (1972): 114-118.
5.  O. Hajek. "Pursuit games", Bulletin of the American Mathematical Society 83 (1977): 243-248.
6.  D. Bertsekas and S. Shreve. "Stochastic optimal control, the discrete time case", S.I.A.M. Review 22 (1980): 237-238.
7.  "Seminar on singularities of solutions of linear partial differential equations", (L. Hormander, ed.) Bulletin of the London Mathematical Society 12 (1980): 148.
8.  E.B. Dynkin and A.A. Yushkevich. "Controlled Markov processes", S.I.A.M. Review 23 (1981): 269-270.
9.  N.V. Krylov. "Controlled diffusion processes", Bulletin of the London Mathematical Society 13 (1981): 580-581.
10.  G. Kallianpur. "Stochastic filtering theory", Bulletin of the London Mathematical Society 13 (1981): 580-581.
11.  "Semi-martingales et grossissement d"une filtration", Bulletin of the London Mathematical Society 13 (1981): 580-581.
12. M. Metivier and J. Pellaumail. "Stochastic integration", Zentralblatt für Mathematik 463 (1982): 327.
13.  A. Bensoussan and J.L. Lions. "Applications of variational inequalities in stochastic control", Automatica 19 (1983): 453.
14. P. Whittle. "Optimization over time, Volume II", S.I.A.M. Review 27 (1985): 100-101.
15.  P.E. Kopp. "Martingales and stochastic integrals", Zentralblatt für Mathematik 537 (1985): 315-316.

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