Nonlinear filtering with counting observations. - Adrian Segall; Mark H. A. Davis; Thomas Kailath (IEEE Trans. Inf. Theory, 1975)

Exact and approximate filtering in signal detection: An example (Corresp.). - Mark H. A. Davis; E. Andreadakis (IEEE Trans. Inf. Theory, 1977)

The general point process disorder problem (Corresp.). - C. B. Wan; Mark H. A. Davis (IEEE Trans. Inf. Theory, 1977)

Capacity and cutoff rate for Poisson-type channels. - Mark H. A. Davis (IEEE Trans. Inf. Theory, 1980)

Filtering and smoothing: An introduction to martingales, stochastic integrals and estimation: V. Krishnan. - Mark H. A. Davis (Autom., 1985)

A new proof of the discrete-time LQG optimal control theorems. - Mark H. A. Davis; Mihail Zervos (IEEE Trans. Autom. Control., 1995)

A note on the forward measure. - Mark H. A. Davis (Finance Stochastics, 1997)

A new order estimation technique for time series modeling. - Mark H. A. Davis; Wei Xing Zheng 001 (IEEE Trans. Autom. Control., 1997)

Negative Libor rates in the swap market model. - Mark H. A. Davis; Vicente Mataix-Pastor (Finance Stochastics, 2007)

Informed Traders - Dorje C. Brody; Mark H. A. Davis; Robyn L. Friedman; Lane P. Hughston (CoRR, 2008)

Optimal investment under partial information. - Tomas Björk; Mark H. A. Davis; Camilla Landén (Math. Methods Oper. Res., 2010)

Impulse Control of Multidimensional Jump Diffusions. - Mark H. A. Davis; Xin Guo 001; Guoliang Wu (SIAM J. Control. Optim., 2010)

Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model. - Mark Davis 001; Sébastien Lleo (SIAM J. Financial Math., 2011)

Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model. - Mark Davis 001; Sébastien Lleo (SIAM J. Control. Optim., 2013)

Jump-diffusion asset-liability management via risk-sensitive control. - Mark H. A. Davis; Sébastien Lleo (OR Spectr., 2015)