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Robert J. Elliott :
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Robert J. Elliott , Vikram Krishnamurthy , Jonathan H. Manton Optimal Estimation of Poisson Rate from Discrete Time Observations. [Citation Graph (0, 0)][DBLP ] ICC (3), 1997, pp:1392-1395 [Conf ] Christian Bender , Robert J. Elliott Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market. [Citation Graph (0, 0)][DBLP ] Math. Oper. Res., 2004, v:29, n:4, pp:935-945 [Journal ] Peter L. Antonelli , Robert J. Elliott The Zakai forms of the prediction and smoothing equations. [Citation Graph (0, 0)][DBLP ] IEEE Transactions on Information Theory, 1986, v:32, n:6, pp:816-0 [Journal ] Robert J. Elliott Reverse-time Markov processes. [Citation Graph (0, 0)][DBLP ] IEEE Transactions on Information Theory, 1986, v:32, n:2, pp:290-0 [Journal ] Robert J. Elliott Bilateral prediction. [Citation Graph (0, 0)][DBLP ] IEEE Transactions on Information Theory, 1989, v:35, n:4, pp:912-0 [Journal ] Robert J. Elliott New finite-dimensional filters and smoothers for noisily observed Markov chains. [Citation Graph (0, 0)][DBLP ] IEEE Transactions on Information Theory, 1993, v:39, n:1, pp:265-0 [Journal ] Robert J. Elliott , L. Aggoun Estimation for discrete Markov random fields observed in Gaussian noise. [Citation Graph (0, 0)][DBLP ] IEEE Transactions on Information Theory, 1994, v:40, n:5, pp:1600-0 [Journal ] W. Paul Malcolm , Robert J. Elliott , Matthew R. James Risk-sensitive filtering and smoothing for continuous-time Markov Processes. [Citation Graph (0, 0)][DBLP ] IEEE Transactions on Information Theory, 2005, v:51, n:5, pp:1731-1738 [Journal ] Robert J. Elliott , Carlton-James U. Osakwe Option Pricing for Pure Jump Processes with Markov Switching Compensators. [Citation Graph (0, 0)][DBLP ] Finance and Stochastics, 2006, v:10, n:2, pp:250-275 [Journal ] Search in 0.050secs, Finished in 0.050secs