Browsing by Author Elliott, RJ

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Showing results 1 to 8 of 8
TitleAuthor(s)Issue DateViews
 
Control of partially observed diffusions
Journal:Journal of Optimization Theory and Applications
1991
51
 
Filtering a markov modulated random measure
Journal:IEEE Transactions on Automatic Control
2010
71
 
How to count and guess well: Discrete adaptive filters
Journal:Applied Mathematics & Optimization
1994
65
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:Proceedings of the American Control Conference
2007
81
 
2007
55
 
On a generalised form of risk measure
Journal:Australian Actuarial Journal
2003
38
 
A PDE Approach To Multivariate Risk Theory
Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
2012
67
 
2011
134