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Results: 1-3 |
Results: 3

Authors: Aggoun, Lakhdar Elliott, Robert J.
Citation: Aggoun, Lakhdar et J. Elliott, Robert, Finite-dimensional models for hidden Markov chains, Advances in applied probability , 27(1), 1995, pp. 146-160

Authors: Cohen, Samuel N. Elliott, Robert J.
Citation: N. Cohen, Samuel et J. Elliott, Robert, Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions, Annals of applied probability , 20(1), 2010, pp. 267-311

Authors: Cohen, Samuel N. Elliott, Robert J. Pearce, Charles E. M.
Citation: N. Cohen, Samuel et al., A general comparison theorem for backward stochastic differential equations, Advances in applied probability , 42(3), 2010, pp. 878-898
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