Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28{u2013}Sept. 2, 1978

Some estimation problems for stochastic differential equations....Pages 1-12 Applications of stochastic differential equations to the description of turbulent equations....Pages 13-27 On semimartingales with values in Euclidean halfspaces....Pages 28-37 Multiplicative operator functional of markov processes and their applications....Pages 38-49 On the predictable jumps of martingales....Pages 50-57 On the existence of a solution of the stochastic equation with respect to a martingale and a random measure....Pages 58-68 On bellman equation for controlled degenerate general stochastic processes....Pages 69-79 On the existence of the optimal policy for a multidimensional quasidiffusion controlled process....Pages 80-90 On the semigroup theory of stochastic control....Pages 91-102 Stationary solutions of the stochastic Navier-Stokes equations....Pages 103-113 On absolute continuity of probability measures for markov-itô processes....Pages 114-128 Representations of Gaussian random fields....Pages 129-142 Continuous additive &′-processes....Pages 143-151 Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process....Pages 152-161 The maximum rate of convergence of discrete approximations for stochastic differential equations....Pages 162-171 Approximation of itô integral equations....Pages 172-176 A probabilistic approach to the representation problem of martingales as stochastic integral....Pages 177-189 Diffusion in regions with many small holes....Pages 190-206 Exterior dirichlet problems and the asymptotic behavior of diffusions....Pages 207-220 On stochastic bang-bang control....Pages 221-238 Structure of martingales under random change of time....Pages 239-244 On stochastic equations with unbounded coefficients for jump processes....Pages 245-254 To the maximum principle theory for problems of control of stochastic differential equations....Pages 255-263 Diffusion processes with singular characteristics....Pages 264-269 Construction and properties of a class of stochastic integrals....Pages 270-275 The asymptotic statistical problems for fields of diffusion type....Pages 276-286 A note on strong solutions of stochastic differential equations with random coefficients....Pages 287-296 Non-equilibrium solutions of an infinite system of stochastic differential equations....Pages 297-303 On conditions for uniform integrability for continuous exponential martingales....Pages 304-310 On weak compactiness of the sets of multiparameter stochastic processes....Pages 311-319 Limit theorems for stocha stic equations with partial derivatives....Pages 320-330 Formula for conditional Wiener integrals....Pages 331-333 On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation....Pages 334-343 On a dirichlet problem with random coefficients....Pages 344-353 Stochastic spectral equations....Pages 354-363