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Results 31-40 of 81 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
2001
Bearing-only tracking from a stationary platform
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
2004
Robust M-ary detection filters and smoothers for continuous-time jump Markov systems
Elliott, R.
;
Malcolm, W.
2001
A comparison of recursive angle-only target tracking algorithms
Elliott, R.
;
Dufour, F.
;
Malcolm, W.
;
Drummond, O.
;
Signal and Data Processing of Small Targets (2001 : San Diego, California)
2003
Hybrid M-ary detection in target tracking
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (37th : 2003 : Pacific Grove, California)
2005
Multi-sensor tracking of a vehicle on a grid-II
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (39th : 2005 : Pacific Grove, California)
2005
New Gaussian mixture state estimation schemes for discrete time hybrid Gauss-Markov systems
Elliott, R.
;
Dufour, F.
;
Malcolm, W.
;
Jayasuriya, S.
;
American Control Conference (2005 : Portland, Oregon, USA)
2007
Pricing options and variance swaps in Markov-Modulated Brownian markets
Elliott, R.
;
Swishchuk, A.
;
Mamon, R.
;
Elliott, R.
2003
On the numerical stability of time-discretised state estimation via Clark transformations
Malcolm, W.
;
Elliott, R.
;
Van Der Hoek, J.
;
IEEE Conference on Decision and Control (42nd : 2003 : Maui, Hawaii)
2008
A Markovian regime-switching stochastic differential game for portfolio risk minimization
Elliott, R.
;
Siu, T.
;
American Control Conference (2008 : Seattle, Washington)
2002
An interest rate model with a Markovian mean reverting level
Elliott, R.
;
Mamon, R.
Discover
Author
20
Malcolm, W.
11
Van Der Hoek, J.
9
Siu, T.
5
Boyd, J.
5
Dufour, F.
5
Hutchins, R.
5
Mamon, R.
5
Sworder, D.
4
Chan, L.
4
Miao, H.
.
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Subject
4
Reference probability
3
Esscher transform
2
Asset pricing
2
Change of measure
2
Change of measures
2
Exponential affine form
2
filtering
2
fractional Brownian motion
2
Markov switching
2
Martingales
.
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Date issued
11
2009
6
2008
6
2007
8
2006
14
2005
8
2004
9
2003
10
2002
9
2001