An application of hidden Markov models to asset allocation problems. - Robert J. Elliott; John van der Hoek (Finance Stochastics, 1997)

A finite-dimensional filter for hybrid observations. - Robert J. Elliott; John van der Hoek (IEEE Trans. Autom. Control., 1998)

Stochastic flows and the forward measure. - Robert J. Elliott; John van der Hoek (Finance Stochastics, 2001)

On the numerical stability of time-discretised state estimation via Clark transformations. - W. Paul Malcolm; Robert J. Elliott; John van der Hoek (CDC, 2003)

Mathematical Analysis of An Extended Mumford-Shah Model for Image Segmentation. - Trevor Chi-Yuen Tao; David J. Crisp; John van der Hoek (J. Math. Imaging Vis., 2006)

Optimal linear estimation and data fusion. - Robert J. Elliott; John van der Hoek (IEEE Trans. Autom. Control., 2006)

A modified hidden Markov model. - John van der Hoek; Robert J. Elliott (Autom., 2013)

An explicit numerical algorithm to the solution of Volterra integral equation of the second kind. - Leanne Dong; John van der Hoek (CoRR, 2019)

Bayesian WIV Estimators for 3-D Bearings-Only TMA With Speed Constraints. - Laleh Badriasl; Sanjeev Arulampalam; John van der Hoek; Anthony Finn (IEEE Trans. Signal Process., 2019)