Professor Robert Elliott

Australian Research Council Professorial Fellow

Office: 445 | Telephone: +61 8 8303 5077 | Personal homepage

Academic duties

Responsibility
Scientific Director, Centre for the Quantification and Management of Risk

Postgraduate supervision

Thesis title	Student	Graduation
Measures of risk	Samuel Cohen
Risk management	Bin Shen

Research interests

Research interest	Group
Stochastic modelling	Mathematics of Risk
General theory of processes	Mathematics of Risk
Backward stochastic differential equations	Mathematics of Risk
Filtering	Mathematics of Risk
Systems engineering	Mathematics of Risk
Hidden Markov processes	Mathematics of Risk
Protein sequencing	Mathematics of Risk

Research seminars

Title	Series
Alberta Power Prices	School of Mathematical Sciences Colloquium

Research grants

Grant title	Funding Agency
Dynamic risk measures	ARC