Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Advisor
Help
Sign on to:
My DSpace
Receive email
updates
Edit Profile
Adelaide Research & Scholarship
Adelaide Research & Scholarship
Search
Search:
All collections
Schools and Disciplines
School of Mathematical Sciences
Applied Mathematics
Applied Mathematics publications
for
Current filters:
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 21-30 of 40 (Search time: 0.002 seconds).
previous
1
2
3
4
next
Item hits:
Preview
Issue Date
Title
Author(s)
2002
A mixed MAP/MLSE receiver for convolutional coded signals transmitted over a fading channel
White, L.
;
Elliott, R.
2002
Robust continuous-time smoothers without two-sided stochastic integrals
Krishnamurthy, V.
;
Elliott, R.
2005
Risk-sensitive filtering and smoothing for continuous-time Markov processes
Malcolm, W.
;
Elliott, R.
;
James, M.
2005
General smoothing formulas for Markov-modulated Poisson observations
Elliott, R.
;
Malcolm, W.
2006
Optimal linear estimation and data fusion
Elliott, R.
;
Van Der Hoek, J.
2003
Robust parameter estimation for asset price models with Markov modulated volatilities
Elliott, R.
;
Malcolm, W.
;
Tsoi, A.
2003
On the Clark-Ocone theorem for fractional Brownian motions with Hurst parameter bigger than half
Bender, C.
;
Elliott, R.
2005
Hidden Markov filter estimation of the occurrence time of an event in a financial market
Elliott, R.
;
Tsoi, A.
2006
Data-recursive smoother formulae for partially observed discrete-time Markov chains
Elliott, R.
;
Malcolm, W.
2007
The solution of a free boundary problem related to environmental management systems
Elliott, R.
;
Filinkov, A.
Discover
Author
12
Malcolm, W.
10
Van Der Hoek, J.
3
Chan, L.
3
IEEE Conference on Decision and C...
3
Tsoi, A.
2
Bender, C.
2
Djaferis, T.
2
Siu, T.
2
Wu, P.
1
Aggoun, L.
.
next >
Subject
2
filtering
2
fractional Brownian motion
2
Markov switching
2
Martingales
2
Option pricing
2
Reference probability
1
adaptive estimation
1
analytical option valuation.
1
Arbitrage
1
binary market models
.
next >
Date issued
1
2007
8
2006
8
2005
4
2004
6
2003
7
2002
6
2001