( en | de | ru )

 

Disambiguation of "Elliott, Robert J."

Author of the publication

copydeleteadd this publication to your clipboard
How to value risk.

, and . Expert Syst. Appl., 39 (5): 6111-6115 (2012)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Jonathan Elliott

Elliott Brooks

Eeva Elliott

Brian Elliott

Grant Elliott

 

Other publications of authors with the same name

Markovian forward-backward stochastic differential equations and stochastic flows., and . Syst. Control. Lett., 61 (10): 1017-1022 (2012)Optimal Design of Dynamic Default Risk Measures., and . J. Appl. Probab., 49 (4): 967-977 (2012)Drift and volatility estimation in discrete time, , and . Journal of Economic Dynamics and Control, 22 (2): 209--218 (February 1998)A genetic filtering problem. Stochastic Analysis and Applications, 17 (4): 541--552 (1999)Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems., , and . IEEE Trans. Autom. Control., 39 (4): 780-792 (1994)Exact hybrid filters in discrete time., , and . IEEE Trans. Autom. Control., 41 (12): 1807-1810 (1996)On The Performance of Gaussian Mixture Estimation Techniques for Dicrete-Time Jump Markov Linear Systems., , and . CDC, page 314-319. IEEE, (2006)Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations., and . SIAM J. Control and Optimization, 49 (1): 125-139 (2011)M-ary detection filters for Cox process models., and . ISSPA, page 179-182. IEEE, (1999)Hidden Markov models in finance, and . Springer, New York, (2007)