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Issue Date	Title	Author(s)
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)
2013	A converse comparison theorem for anticipated BSDEs and related non-linear expectations	Yang, Z.; Elliott, R.
2010	A general comparison theorem for backward stochastic differential equations	Cohen, S.; Elliott, R.; Pearce, C.
2011	Pricing and hedging contingent claims with regime switching risk	Elliott, R.; Siu, T.
2012	A BSDE approach to convex risk measures for derivative securities	Elliott, R.; Siu, T.
2011	Default times in a continuous-time Markovian regime switching model	Elliott, R.; Siu, T.
2010	On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy	Elliott, R.; Siu, T.
2005	Filtering, smoothing and M-ary detection with discrete time poisson observations	Elliott, R.; Malcolm, W.; Aggoun, L.
2008	A hidden Markov model of credit quality	Korolkiewicz, M.; Elliott, R.
2015	A Dupire equation for a regime-switching model	Elliott, R.; Chan, L.; Siu, T.