|
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.
|
| |
|
|
|
| Back
to top |