CURRICULUM VITAE
Robert James Elliott DSc , PhD , MA BA

 

       
Home
Curriculum Vitae
Other Positions
Research Funds
Presentations
Publications
   
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 PROCESSES AND APPLICATIONS 1986-1991

67. 

A. Al-Hussaini and R.J. Elliott. "The optimal control of a two parameter jump process", Lithuanian Journal of Mathematics 26 (1986): 128-142.

68. 

R.J. Elliott. "Reverse time Markov processes", I.E.E.E. Transactions in Information Theory IT-32 (1986): 290-292.

69. 

R.J. Elliott. "Reverse time differentiation and smoothing for a finite state Markov process", Annals of Probability 14 (1986): 480-489.

70. 

R.J. Elliott. "Reverse time smoothing for point process observations", Lecture Notes in Control and Information Sciences, Springer-Verlag 78 (1986): 151-158.

71. 

P. Antonelli and R.J. Elliott. "Non-linear filtering theory for coral/starfish and plant herbivore interactions", Journal of Stochastic Analysis and Applications 4 (1986): 1-23.

72. 

P. Antonelli and R.J. Elliott. "The Zakai forms of the piction and smoothing equations", I.E.E.E. Transactions in Information Theory IT-32 (1986): 816-817.

73. 

A. Al-Hussaini and R.J. Elliott. "Enlarged filtrations for diffusions", Stochastic Processes and Applications 24 (1987): 99-107.

74. 

P. Antonelli, R.J. Elliott and R.M. Seymour. "Non-linear filtering and Riemann scalar curvature", Advances in Applied Mathematics 8 (1987): 237-253.

75. 

A. Al-Hussaini and R.J. Elliott. "An extension of the Ito differentiation formula", Nagoya Mathematics Journal 105 (1987): 9-18.

76. 

R.J. Elliott. "An approximate minimum principle for a partially observed Markov chain", I.M.A. Volumes in Mathematics Stochastic Differential Systems, Springer-Verlag 10 (1987): 107-117.

77. 

R.J. Elliott. "Robust approximations for the filtering problem", Invited paper. 21st I.E.E.E. Asilomar Conference on Signals, Systems and Computers, Asilomar, CA, November 1987 I.E.E.E. Computer Society (1988): 276-279.

78. 

A. Al-Hussaini and R.J. Elliott. Semimartingale estimates for the empirical distribution", Revue Roumaine de Mathématiques Pures et Appliquées 33 (1988): 679-683.

79. 

R.J. Elliott and M. Kohlmann. "A short proof of a martingale representation result", Statistics and Probability Letters 6 (1988): 327-329,

80. 

J. Baras, R.J. Elliott and M. Kohlmann. "The conditional adjoint process", Lecture Notes in Control and Information Science, Springer-Verlag 111 (1988): 654-662

81. 

P. Antonelli, R. Bradbury, R. Buck, R.J. Elliott and R. Reichelt. "Nonlinear piction of crown-of-thorns outbreaks on the Great Barrier Reef", Stochastic Analysis and Applications 6 (1988): 349-363.

82. 

R.J. Elliott. "Filters with small non-linearities", 22nd Asilomar Conference on Signals, Systems and Computers, Asilomar, CA, November 1988 I.E.E.E. Computer Society (1989): 333-336.

83. 

R.J. Elliott and M. Kohlmann. "Integration by parts, homogeneous chaos expansions and smooth densities", Annals of Probability 17 (1989): 194-207.

84. 

R.J. Elliott and M. Kohlmann. "The existence of smooth densities for the piction of filtering and smoothing problems", Acta Applicandae Mathematicae 14 (1989): 269- 286.

85. 

J. Baras, R.J. Elliott and M. Kohlmann. "The partially observed stochastic minimum principle", S.I.A.M. Journal of Control and Optimization 27 (1989): 1279-1292.

86. 

R.J. Elliott and M. Kohlmann. "The adjoint process in optimal stochastic control", Lecture Notes in Control and Information Science, Springer-Verlag 126 (1989): 115-127.

87. 

R.J. Elliott and P.E. Kopp. "Direct solutions of Kolmogorov's equations by stochastic flows", Journal of Mathematical Analysis and Applications 142 (1989): 26-34. 

88. 

R.J. Elliott and M. Kohlmann. "Integration by parts and densities for a jump process", Stochastics 27 (1989): 83-97.

89. 

R.J. Elliott. "Bilateral piction", I.E.E.E. Transactions in Information Theory 35 (1989): 912-917.

90. 

N. Cutland and R.J. Elliott. "The driving noise of a finite state, Markov process", Probability and Mathematical Statistics 10 (1989): 65-74.

91. 

A. Al-Hussaini and R.J. Elliott. "Markov bridges and enlarged filtrations", Canadian Journal of Statistics 17 (1989): 329-332.

92. 

R.J. Elliott and M. Kohlmann. "Martingale representation and the Malliavin calculus", Applied Mathematics and Optimization 20 (1989): 105-112.

93. 

R.J. Elliott. "Ordinary differential equations and flows", Applied Mathematics Notes. 14 (1989): 1-7.

94. 

R.J. Elliott and M. Kohlmann. "The variational principle for optimal control of diffusions with partial information", Systems and Control Letters 12 (1989): 63-89.

95. 

R.J. Elliott and R. Glowinski. "Approximations to solutions of the Zakai filtering equation", Stochastic Analysis and Applications 7 (1989): 145-168.

96. 

R.J. Elliott and M. Kohlmann. "Integration by parts and the Malliavin calculus", Lecture Notes in Control and Information Sciences, Springer-Verlag 126 (1989): 128-139.

97. 

R.J. Elliott. "Filtering and control for point process observations", Recent Advances in Stochastic Calculus (J. Baras and V. Mirelli, eds.) Progress in Automation and Information Systems Springer-Verlag 1 (1990): 1-27.

98. 

R.J. Elliott. "Filtering with a small nonlinear term in the signal", Systems and Control Letters 15 (1990): 81-90.

99. 

R.J. Elliott, M. Kohlmann and J. Macki. "A proof of the minimum principle using flows", Annali Polonici Mathematici 51 (1990): 141-145.

100. 

R.J. Elliott. "Filtering for a logistic equation", Mathematics and Computer Modelling 13 (1990): 1-10.

101. 

R.J. Elliott. "The optimal control of diffusions", Applied Mathematics and Optimization 22 (1990): 229-240.

102. 

R.J. Elliott and A.H. Tsoi. "Time reversal of non Markov point processes", Annales de l'Institut Henri Poincaré  26 (1990): 357-373.

103. 

R.J. Elliott. "Filtering and estimation of a Markov chain", 23rd I.E.E.E. Asilomar Conference on Signals, Systems & Computers I.E.E.E. Computer Society, Maple Press (1990): 709-713.

104. 

R.J. Elliott. "The adjoint process for a partially observed Markov chain", Proceedings of the 29th I.E.E.E. Conference on Decision and Control # (1990): 2337-2340.

105. 

R.J. Elliott. "The control of a partially observed Markov chain", 24th I.E.E.E. Asilomar Conference on Signals Systems and Computers, November, 1990, I.E.E.E. Computer Society, Maple Press, (1991): 598-602.

   

Filtering and Stochastic Processes 1991-1995

Back to top
Home
Curriculum Vitae
Other Positions
Research Funds
Presentations
Publications