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Robert J. Elliott

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Stochastic calculus andapplications
The existence of value in differential games
Hidden Markov models
Viscosity solutions and optimal control
Stochastic calculus and applications
Hidden Markov Models: Estimation and Control (Stochastic Modelling and Applied Probability)
Mathematics of financial markets
Hidden Markov models: estimation and control
Mathematics of Financial Markets
Measure Theory and Filtering Introduction and Applications
Hidden Markov Models in Finance Further Developments and Applications, Volume II
Stochastic Calculus and Applications
Hidden Markov Models in Finance Further Developments and Applications, Volume II
Introduction to Hidden Semi-Markov Models
Stochastic Calculus and Applications