Robert J. Elliott
1940 · 13 obras en el catálogo
Obras

MEASURE THEORY AND FILTERING: INTRODUCTION AND APPLICATIONS

Hidden Markov models in finance

Mathematics of financial markets

Hidden Markov models in finance

The existence of value in differential games
1972

Hidden Markov models
1995
Lectures on theory of magnetism
1969
Magnetic properties of rare earth metals
1972

Mathematics of financial markets
1999
New directions for dynamical systems
1975
Stochastic calculus and applications
1982

Viscosity solutions and optimal control
1987
