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Issue Date	Title	Author(s)
2016	Pricing options in a Markov regime switching model with a random acceleration for the volatility	Elliott, R.; Chan, L.; Siu, T.
2015	A note on differentiability in a Markov chain market using stochastic flows	Elliott, R.; Siu, T.
2004	Multi-sensor tracking of a vehicle on a grid	Sworder, D.; Boyd, J.; Hutchins, R.; Elliott, R.; Asilomar Conference on Signals, Systems & Computers (38th : 2004 : Pacific Grove, California)
2005	Finite-dimensional filtering and control for continuous-time nonlinear systems	Elliott, R.; Aggoun, L.; Benmerzouga, A.
2010	A Zakai equation derivation of the extended Kalman filter	Elliott, R.; Haykin, S.
2013	Dynamic risk, accounting-based valuation and firm fundamentals	Lyle, M.; Callen, J.; Elliott, R.
2008	A non-linear filter	Elliott, R.; Leung, H.; Deng, J.
2010	Comparison theorems for finite state backward stochastic differential equations	Cohen, S.; Elliott, R.; Chiarella, C.; Novikov, A.; International Conference on Quantitative Methods in Finance (2009 : Sydney, Australia)
2012	Backward stochastic difference equations for a single jump process	Shen, L.; Elliott, R.
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)