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Disambiguation of "Elliott, Robert J."

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Martingale representation and hedging policies

, , and . Stochastic Processes and their Applications, 38 (2): 335--345 (August 1991)

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Jonathan Elliott

Elliott Brooks

Eeva Elliott

Brian Elliott

Grant Elliott

 

Other publications of authors with the same name

New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models., and . IEEE Trans. Automat. Contr., 44 (5): 938-951 (1999)Filtering With Uncertain Noise.. IEEE Trans. Automat. Contr., 62 (2): 876-881 (2017)Stochastic control for BSDEs and ABSDEs with Markov chain noises., and . Int. J. Control, 93 (9): 2029-2042 (2020)Finite-dimensional solutions of a modified Zakai equation., and . Math. Control. Signals Syst., 9 (4): 341-351 (1996)Estimating the implicit interest rate of a risky asset, and . Stochastic Processes and their Applications, 49 (2): 199--206 (February 1994)Celestial signal estimation, and . Stochastic Analysis and Applications, 12 (4): 399--407 (1994)A CONTINUOUS TIME KRONECKER'S LEMMA AND MARTINGALE CONVERGENCE. Stochastic Analysis and Applications, 19 (3): 433--437 (2001)M.A.P.Estimation for hidden discrete Markov random fields, and . Stochastic Analysis and Applications, 16 (1): 83--89 (1998)Approximations to solutions of the zakai filtering equation, and . Stochastic Analysis and Applications, 7 (2): 145--168 (1989)Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market., and . Math. Oper. Res., 29 (4): 935-945 (2004)