Mark H. A. Davis

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2015 J jnl
Jump-diffusion asset-liability management via risk-sensitive control.
OR Spectr.
Mark H. A. Davis, Sébastien Lleo
2010 J jnl
Impulse Control of Multidimensional Jump Diffusions.
SIAM J. Control. Optim.
Mark H. A. Davis, Xin Guo, Guoliang Wu
2010 J jnl
Optimal investment under partial information.
Math. Methods Oper. Res.
Tomas Björk, Mark H. A. Davis, Camilla Landén
2008 J jnl
Informed Traders
CoRR
Dorje C. Brody, Mark H. A. Davis, Robyn L. Friedman, Lane P. Hughston
2007 J jnl
Negative Libor rates in the swap market model.
Finance Stochastics
Mark H. A. Davis, Vicente Mataix-Pastor
1997 J jnl
A new order estimation technique for time series modeling.
IEEE Trans. Autom. Control.
Mark H. A. Davis, Wei Xing Zheng
1997 J jnl
A note on the forward measure.
Finance Stochastics
Mark H. A. Davis
1995 J jnl
A new proof of the discrete-time LQG optimal control theorems.
IEEE Trans. Autom. Control.
Mark H. A. Davis, Mihail Zervos
1985 J jnl
Filtering and smoothing: An introduction to martingales, stochastic integrals and estimation: V. Krishnan.
Autom.
Mark H. A. Davis
1980 J jnl
Capacity and cutoff rate for Poisson-type channels.
IEEE Trans. Inf. Theory
Mark H. A. Davis
1977 J jnl
Exact and approximate filtering in signal detection: An example (Corresp.).
IEEE Trans. Inf. Theory
Mark H. A. Davis, E. Andreadakis
1977 J jnl
The general point process disorder problem (Corresp.).
IEEE Trans. Inf. Theory
C. B. Wan, Mark H. A. Davis
1975 J jnl
Nonlinear filtering with counting observations.
IEEE Trans. Inf. Theory
Adrian Segall, Mark H. A. Davis, Thomas Kailath