CURRICULUM VITAE
Robert James Elliott DSc , PhD , MA BA

 

       
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LIST OF PUBLICATIONS - PAPERS PUBLISHED

Books | Books Edited | Book Reviews
Harmonic and Functional Analysis 1964-1970
Hypoelliptic Operators 1969-1974
Differential Games 1972-1982
Stochastic Calculus and Control 1975-1981
Stochastic Calculus and Applications 1981-1985
Stochastic Processes and Applications 1986-1991
Filtering and Stochastic Processes 1991-1995
Stochastic Filtering and Applications 1995-
Mathematical Finance 1990-

 
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 für Wahrscheinlichkeitstheorie 43 (1976): 17-28.

34. 

R.J. Elliott. "Stochastic integrals for martingales of a jump process with partially accessible jump times", Zeitschrift für 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 für 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
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