Andrew L. Allan

Available identifiers

zbMath Open allan.andrew-lMaRDI QIDQ2042835

List of research outcomes

Publication	Date of Publication	Type
Model‐free portfolio theory: A rough path approach	2024-01-31	Paper
A càdlàg rough path foundation for robust finance	2024-01-02	Paper
Pathwise convergence of the Euler scheme for rough and stochastic differential equations	2023-09-28	Paper
Càdlàg rough differential equations with reflecting barriers	2021-11-03	Paper
Robust filtering and propagation of uncertainty in hidden Markov models	2021-07-21	Paper
Pathwise stochastic control with applications to robust filtering	2021-03-18	Paper
Parameter uncertainty in the Kalman-Bucy filter	2019-08-30	Paper
Ergodic backward stochastic difference equations	2016-11-25	Paper

Research outcomes over time

This page was built for person: Andrew L. Allan