Andrew L. Allan

Identifiers

• name variant Andrew L. Allan 0.60 · backfill

Papers (4)

1. Rough SDEs and Robust Filtering for Jump-Diffusions math.PR · 2025 · author #1
2. Pathwise Stochastic Control with Applications to Robust Filtering math.PR · 2019 · author #1
3. Parameter Uncertainty in the Kalman-Bucy Filter math.PR · 2017 · author #1
4. Ergodic Backward Stochastic Difference Equations math.PR · 2015 · author #1

Mentions

• 1509.00231 #1 · backfill · confidence 0.70 Andrew L. Allan
• 2507.05930 #1 · arxiv_oai · confidence 0.70 Andrew L. Allan

Frequent Coauthors

• Samuel N. Cohen 3 shared papers
• Josef Teichmann 1 shared papers
• Jost Pieper 1 shared papers