| BOOKS |
| 1. |
R.J.
Elliott and N. Kalton. "The Existence of Value for Differential
Games", Memoir of the American Mathematical Society Providence,
RI 126 (1972): iv + 67 pp. |
| 2. |
R.J.
Elliott. "Stochastic Calculus and Applications", Applications
of Mathematics Springer-Verlag, Berlin-Heidelberg-New York 18 (1982):
viii + 302 pp. |
| 3. |
R.J.
Elliott. "Viscosity Solutions and Optimal Control", Pitman
Research Notes in Mathematics Longman, London 165 (1987): iv + 95
pp. |
| 4. |
R.J.
Elliott. "Stokasticheski Analiz i evo Prilozeniya", M.I.R.
Publications Moscow (1986): 350 pp. |
| 5. |
R.J.
Elliott, L. Aggoun and J.B. Moore. "Hidden Markov Models: Estimation
and Control", Applications of Mathematics Springer-Verlag, Berlin-Heidelberg-New
York 29 (1994), (Second Printing 1997): xii + 361 pp. |
| 6. |
R.J.Elliott
and P.E. Kopp. "Mathematics of Financial Markets", Springer
Verlag, Berlin-Heidelberg-New York. 1999, (Second printing 2000, Third
printing 2001.): xii + 292 pp. Second edition 2004. |
| 7. |
R.J.Elliott
and P.E.Kopp. "Penzpiacok matematikaja" Typotex Kiado Budapest
2000,(Hungarian Translation of 'Mathematics of Financial Markets.'):x
+ 284 pp. |
| 8. |
L.
Aggoun and R.J. Elliott, "Measure Theory and Filtering: Introduction
and Application" Cambridge University Press, April 2004. |
| 9. |
J.
van der Hoek and R.J. Elliott, "Binomial Methods in Finance",
Springer Verlag, Bolin Heidelberg - New York 2005. |
|
| BOOKS
EDITED |
| 1. |
"Applied
Stochastic Analysis", (M.H.A. Davis and R.J. Elliott, eds.) Stochastics
Monographs Gordon & Breach, New York, London 5 (1991): x + 572
pp. |
|
|
| BOOK
REVIEWS |
| 1. |
A.
Sard. "Mathematical surveys", (A.M.S.) Vol. 9. Linear Approximation,
Journal of the London Mathematical Society 41 (1966): 189-190. |
| 2. |
R.S.
Palais. "Foundations of global non linear analysis", Bulletin
of the London Mathematical Society 2 (1970): 248-250. |
| 3. |
F.
Treves. "Linear partial differential equations", Bulletin
of the London Mathematical Society 4 (1972): 114-118. |
| 4. |
V.P.
Palamodov. "Linear differential operators with constant coefficients",
Bulletin of the London Mathematical Society 4 (1972): 114-118. |
| 5. |
O.
Hajek. "Pursuit games", Bulletin of the American Mathematical
Society 83 (1977): 243-248. |
| 6. |
D.
Bertsekas and S. Shreve. "Stochastic optimal control, the discrete
time case", S.I.A.M. Review 22 (1980): 237-238. |
| 7. |
"Seminar
on singularities of solutions of linear partial differential equations",
(L. Hormander, ed.) Bulletin of the London Mathematical Society 12
(1980): 148. |
| 8. |
E.B.
Dynkin and A.A. Yushkevich. "Controlled Markov processes",
S.I.A.M. Review 23 (1981): 269-270. |
| 9. |
N.V.
Krylov. "Controlled diffusion processes", Bulletin of the
London Mathematical Society 13 (1981): 580-581. |
| 10. |
G.
Kallianpur. "Stochastic filtering theory", Bulletin of the
London Mathematical Society 13 (1981): 580-581. |
| 11. |
"Semi-martingales
et grossissement d'une filtration", Bulletin of the London Mathematical
Society 13 (1981): 580-581. |
| 12. |
M.
Metivier and J. Pellaumail. "Stochastic integration", Zentralblatt
für Mathematik 463 (1982): 327. |
| 13. |
A.
Bensoussan and J.L. Lions. "Applications of variational inequalities
in stochastic control", Automatica 19 (1983): 453. |
| 14. |
P.
Whittle. "Optimization over time, Volume II", S.I.A.M. Review
27 (1985): 100-101. |
| 15. |
P.E.
Kopp. "Martingales and stochastic integrals", Zentralblatt
für Mathematik 537 (1985): 315-316. |
| LIST
OF PUBLICATIONS |
