Robert James Elliott (born 1940) is a

British British may refer to: Peoples, culture, and language * British people, nationals or natives of the United Kingdom, British Overseas Territories, and Crown Dependencies. ** Britishness, the British identity and common culture * British English, ...

Canadian Canadians (french: Canadiens) are people identified with the country of Canada. This connection may be residential, legal, historical or cultural. For most Canadians, many (or all) of these connections exist and are collectively the source of ...

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...

, known for his contributions to

control theory Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a ...

game theory Game theory is the study of mathematical models of strategic interactions among rational agents. Myerson, Roger B. (1991). ''Game Theory: Analysis of Conflict,'' Harvard University Press, p.&nbs1 Chapter-preview links, ppvii–xi It has appli ...

stochastic processes In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appe ...

and

mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require ...

. He was schooled at Swanwick Hall Grammar School in

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, falling to 5,084 at the 2011 Census. It has a number of shops, pubs and other businesses, a Church o ...

and studied mathematics in which he earn a

B.A. Bachelor of arts (BA or AB; from the Latin ', ', or ') is a bachelor's degree awarded for an undergraduate program in the arts, or, in some cases, other disciplines. A Bachelor of Arts degree course is generally completed in three or four years ...

(1961) and

M.A. A Master of Arts ( la, Magister Artium or ''Artium Magister''; abbreviated MA, M.A., AM, or A.M.) is the holder of a master's degree awarded by universities in many countries. The degree is usually contrasted with that of Master of Science. Tho ...

(1965) at the

University of Oxford , mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor ...

, as well as a

Ph.D A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common Academic degree, degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields ...

(thesis ''Some results in spectral synthesis'' advised by John Hunter Williamson, 1965) and

Sc.D. Doctor of Science ( la, links=no, Scientiae Doctor), usually abbreviated Sc.D., D.Sc., S.D., or D.S., is an academic research degree awarded in a number of countries throughout the world. In some countries, "Doctor of Science" is the degree used f ...

(1983) from the

University of Cambridge , mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Schola ...

.homepage
/ref> He taught and conducted research at University of Newcastle (1964),

Yale University Yale University is a private research university in New Haven, Connecticut. Established in 1701 as the Collegiate School, it is the third-oldest institution of higher education in the United States and among the most prestigious in the wo ...

(1965–66),

University of Oxford , mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor ...

(1966–68),

University of Warwick The University of Warwick ( ; abbreviated as ''Warw.'' in post-nominal letters) is a public research university on the outskirts of Coventry between the West Midlands (county), West Midlands and Warwickshire, England. The university was founded i ...

(1969–73),

Northwestern University Northwestern University is a private research university in Evanston, Illinois. Founded in 1851, Northwestern is the oldest chartered university in Illinois and is ranked among the most prestigious academic institutions in the world. Charte ...

(1972–73),

University of Hull The University of Hull is a public research university in Kingston upon Hull, a city in the East Riding of Yorkshire, England. It was founded in 1927 as University College Hull. The main university campus is located in Hull and is home to the Hull ...

(1973–86),

University of Alberta The University of Alberta, also known as U of A or UAlberta, is a public research university located in Edmonton, Alberta, Canada. It was founded in 1908 by Alexander Cameron Rutherford,"A Gentleman of Strathcona – Alexander Cameron Rutherfor ...

(1985-2001),

University of Calgary The University of Calgary (U of C or UCalgary) is a public research university located in Calgary, Alberta, Canada. The University of Calgary started in 1944 as the Calgary branch of the University of Alberta, founded in 1908, prior to being ins ...

(2001-2009) and

University of Adelaide The University of Adelaide (informally Adelaide University) is a public research university located in Adelaide, South Australia. Established in 1874, it is the third-oldest university in Australia. The university's main campus is located on N ...

(2009-2013).

Books

*''Stochastic Processes, Finance and Control A Festschrift in Honor of Robert J Elliott'' (

World Scientific Publishing World Scientific Publishing is an academic publisher of scientific, technical, and medical books and journals headquartered in Singapore. The company was founded in 1981. It publishes about 600 books annually, along with 135 journals in various f ...

, 2012) *with

Nigel Kalton Nigel John Kalton (June 20, 1946 – August 31, 2010) was a British-American mathematician, known for his contributions to functional analysis. Career Kalton was born in Bromley and educated at Dulwich College, where he excelled at both ma ...

, ''The Existence of Value for Differential Games'' (

American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, ...

, 1972) *''Stochastic Calculus and Applications'' (

Springer-Verlag Springer Science+Business Media, commonly known as Springer, is a German multinational publishing company of books, e-books and peer-reviewed journals in science, humanities, technical and medical (STM) publishing. Originally founded in 1842 in ...

, 1982) *''Viscosity Solutions and Optimal Control'' (

Longman Longman, also known as Pearson Longman, is a publishing company founded in London, England, in 1724 and is owned by Pearson PLC. Since 1968, Longman has been used primarily as an imprint by Pearson's Schools business. The Longman brand is also ...

, 1987) *''Stokasticheski Analiz i evo Prilozeniya'' (M.I.R. Publications Moscow, 1986) *with Lakhdar Aggoun and John B. Moore, ''Hidden Markov Models: Estimation and Control'' (

, 1994) *with P. Ekkehard Kopp, ''Mathematics of Financial Markets'' (

Springer Verlag Springer Science+Business Media, commonly known as Springer, is a German multinational publishing company of books, e-books and peer-reviewed journals in science, humanities, technical and medical (STM) publishing. Originally founded in 1842 in ...

, 1999, in Hungarian 2000). *with J. van der Hoek, ''Binomial Models in Finance'' (

, 2005) *with Rogemar S. Mamon, ''Hidden Markov Models in Finance'' (

Springer Springer or springers may refer to: Publishers * Springer Science+Business Media, aka Springer International Publishing, a worldwide publishing group founded in 1842 in Germany formerly known as Springer-Verlag. ** Springer Nature, a multinationa ...

, 2007) *with Samuel N. Cohen, ''Stochastic Calculus and Applications'' (

, 2015)

References

{{DEFAULTSORT:Elliott, Robert J. 20th-century British mathematicians 21st-century British mathematicians Academics of the University of Hull Academics of the University of Warwick Alumni of the University of Oxford British emigrants to Canada Game theorists People from Amber Valley Academic staff of the University of Alberta Academic staff of the University of Calgary 1940 births Living people