Name Robert Elliott | Role Mathematician | |

Education University of Oxford, University of Cambridge People also search for Rogemar Mamon, Lakhdar Aggoun, Robert M. Losee Books Mathematics of financial markets, Stochastic calculus and appli, Hidden Markov Models: E, Binomial Models in Finance, Viscosity Solutions and Opti |

**Robert James Elliott** (born 1940) 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 Hunter Williamson, 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 Calgary (2001-2009) and University of Adelaide (2009-2013).

He is the cousin of physicist Roger James Elliott.

## Books

*Stochastic Processes, Finance and Control A Festschrift in Honor of Robert J Elliott*(World Scientific Publishing, 2012)

*The Existence of Value for Differential Games*(American Mathematical Society, 1972)

*Stochastic Calculus and Applications*(Springer-Verlag, 1982)

*Viscosity Solutions and Optimal Control*(Longman, 1987)

*Stokasticheski Analiz i evo Prilozeniya*(M.I.R. Publications Moscow, 1986)

*Hidden Markov Models: Estimation and Control*(Springer-Verlag, 1994)

*Mathematics of Financial Markets*(Springer Verlag, 1999, in Hungarian 2000).

*Binomial Models in Finance*(Springer Verlag, 2005)

*Hidden Markov Models in Finance*(Springer, 2007)

*Stochastic Calculus and Applications*(Springer, 2015)