Mark H. A. Davis - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 12 from 12

2015

Jump-diffusion asset-liability management via risk-sensitive controlMark H. A. Davis, Sébastien Lleo. ors, 37(3):655-675, 2015. [doi]

2010

Optimal investment under partial informationTomas Björk, Mark H. A. Davis, Camilla Landén. mmor, 71(2):371-399, 2010. [doi]

Impulse Control of Multidimensional Jump DiffusionsMark H. A. Davis, Xin Guo, Guoliang Wu. siamco, 48(8):5276-5293, 2010. [doi]

2007

Negative Libor rates in the swap market modelMark H. A. Davis, Vicente Mataix-Pastor. fs, 11(2):181-193, 2007. [doi]

1997

A note on the forward measureMark H. A. Davis. fs, 2(1):19-28, 1997. [doi]

A new order estimation technique for time series modelingMark H. A. Davis, Wei Xing Zheng 0001. tac, 42(3):400-403, 1997. [doi]

1995

A new proof of the discrete-time LQG optimal control theoremsMark H. A. Davis, Mihail Zervos. tac, 40(8):1450-1453, 1995. [doi]

1985

Filtering and smoothing: An introduction to martingales, stochastic integrals and estimation: V. KrishnanMark H. A. Davis. automatica, 21(2):217-219, 1985. [doi]

1980

Capacity and cutoff rate for Poisson-type channelsMark H. A. Davis. TIT, 26(6):710-715, 1980. [doi]

1977

Exact and approximate filtering in signal detection: An example (Corresp.)Mark H. A. Davis, E. Andreadakis. TIT, 23(6):768-772, 1977. [doi]

The general point process disorder problem (Corresp.)C. B. Wan, Mark H. A. Davis. TIT, 23(4):538-540, 1977. [doi]

1975

Nonlinear filtering with counting observationsAdrian Segall, Mark H. A. Davis, Thomas Kailath. TIT, 21(2):143-149, 1975. [doi]

Sign in or sign up to see more results.

runs on WebDSL