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