Robert J. Elliott
Encyclopedia
Robert James Elliott is a British
-Canadian mathematician
, known for his contributions to control theory
, game theory
, stochastic processes and mathematical finance
.
He was schooled at Swanwick, Derbyshire
and studied mathematics
in which he earn a B.A.
(1961) and M.A. (1965) at the University of Oxford
, as well as a Ph.D
(thesis Some results in spectral synthesis advised by John Williamson (mathematician), 1965) and Sc.D. (1983) from University of Cambridge
.
He taught and conducted research at
University of Newcastle (1964),
Yale University
(1965-66),
University of Oxford
(1966-68),
University of Warwick
(1969-73),
Northwestern University
(1972-73),
University of Hull
(1973-86),
University of Alberta
(1985-2001),
University of Adelaide
(1997-99) and
University of Calgary
(2001-).
United Kingdom
The United Kingdom of Great Britain and Northern IrelandIn the United Kingdom and Dependencies, other languages have been officially recognised as legitimate autochthonous languages under the European Charter for Regional or Minority Languages...
-Canadian mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
, known for his contributions to control theory
Control theory
Control theory is an interdisciplinary branch of engineering and mathematics that deals with the behavior of dynamical systems. The desired output of a system is called the reference...
, game theory
Game theory
Game theory is a mathematical method for analyzing calculated circumstances, such as in games, where a person’s success is based upon the choices of others...
, stochastic processes and mathematical finance
Mathematical finance
Mathematical finance is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive and extend the mathematical...
.
He was schooled at Swanwick, Derbyshire
Swanwick, Derbyshire
Swanwick is a village in Derbyshire, England, also a Parish within the Amber Valley district, with a population of 5,316 at the 2001 census.It has a number of shops, pubs and other businesses, a Church of , as well as Methodist and Baptist churches...
and studied mathematics
in which he earn a B.A.
Bachelor of Arts
A Bachelor of Arts , from the Latin artium baccalaureus, is a bachelor's degree awarded for an undergraduate course or program in either the liberal arts, the sciences, or both...
(1961) and M.A. (1965) at the University of Oxford
University of Oxford
The University of Oxford is a university located in Oxford, United Kingdom. It is the second-oldest surviving university in the world and the oldest in the English-speaking world. Although its exact date of foundation is unclear, there is evidence of teaching as far back as 1096...
, as well as a Ph.D
Doctor of Philosophy
Doctor of Philosophy, abbreviated as Ph.D., PhD, D.Phil., or DPhil , in English-speaking countries, is a postgraduate academic degree awarded by universities...
(thesis Some results in spectral synthesis advised by John Williamson (mathematician), 1965) and Sc.D. (1983) from University of Cambridge
University of Cambridge
The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...
.
He taught and conducted research at
University of Newcastle (1964),
Yale University
Yale University
Yale University is a private, Ivy League university located in New Haven, Connecticut, United States. Founded in 1701 in the Colony of Connecticut, the university is the third-oldest institution of higher education in the United States...
(1965-66),
University of Oxford
University of Oxford
The University of Oxford is a university located in Oxford, United Kingdom. It is the second-oldest surviving university in the world and the oldest in the English-speaking world. Although its exact date of foundation is unclear, there is evidence of teaching as far back as 1096...
(1966-68),
University of Warwick
University of Warwick
The University of Warwick is a public research university located in Coventry, United Kingdom...
(1969-73),
Northwestern University
Northwestern University
Northwestern University is a private research university in Evanston and Chicago, Illinois, USA. Northwestern has eleven undergraduate, graduate, and professional schools offering 124 undergraduate degrees and 145 graduate and professional degrees....
(1972-73),
University of Hull
University of Hull
The University of Hull, known informally as Hull University, is an English university, founded in 1927, located in Hull, a city in the East Riding of Yorkshire...
(1973-86),
University of Alberta
University of Alberta
The University of Alberta is a public research university located in Edmonton, Alberta, Canada. Founded in 1908 by Alexander Cameron Rutherford, the first premier of Alberta and Henry Marshall Tory, its first president, it is widely recognized as one of the best universities in Canada...
(1985-2001),
University of Adelaide
University of Adelaide
The University of Adelaide is a public university located in Adelaide, South Australia. Established in 1874, it is the third oldest university in Australia...
(1997-99) and
University of Calgary
University of Calgary
The University of Calgary is a public research university located in Calgary, Alberta, Canada. Founded in 1966 the U of C is composed of 14 faculties and more than 85 research institutes and centres.More than 25,000 undergraduate and 5,500 graduate students are currently...
(2001-).
Books
- with Nigel Kalton, The Existence of Value for Differential Games (American Mathematical SocietyAmerican Mathematical SocietyThe American Mathematical Society is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, which it does with various publications and conferences as well as annual monetary awards and prizes to mathematicians.The society is one of the...
, 1972) - Stochastic Calculus and Applications (Springer-Verlag, 1982)
- Viscosity Solutions and Optimal Control (LongmanLongmanLongman was a publishing company founded in London, England in 1724. It is now an imprint of Pearson Education.-Beginnings:The Longman company was founded by Thomas Longman , the son of Ezekiel Longman , a gentleman of Bristol. Thomas was apprenticed in 1716 to John Osborn, a London bookseller, and...
, 1987) - Stokasticheski Analiz i evo Prilozeniya (M.I.R. Publications Moscow, 1986)
- with Lakhdar Aggoun and John B. MooreJohn B. MooreJohn B. Moore is an Australian engineer specialising in signal processing and control systems currently employed at the Department of Information Engineering at the Australian National University....
, Hidden Markov Models: Estimation and Control (Springer-Verlag, 1994) - with P. Ekkehard Kopp, Mathematics of Financial Markets (Springer Verlag, 1999, in Hungarian 2000).
- with J. van der Hoek, Binomial Models in Finance (Springer Verlag, 2005)