All Stories

  1. Non-linear expectations in spaces of Colombeau generalized functions

    Article • Stochastic Analysis and Applications, March 2019, Taylor & Francis

    Professor Robert J Elliott

  2. Stochastic control for BSDEs and ABSDEs with Markov chain noises

    Article • International Journal of Control, November 2018, Taylor & Francis

    Professor Robert J Elliott

  3. Backward stochastic difference equations for dynamic convex risk measures on a binomial tree

    Article • Journal of Applied Probability, September 2015, Cambridge University Press

    Professor Robert J Elliott