Measure Theory Applications to Stochastic Analysis

Arret optimal previsible....Pages 1-11
Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering....Pages 13-25
Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales....Pages 27-36
Nonlinear semigroups in the control of partially-observable stochastic systems....Pages 37-49
Optimal control of stochastic systems in a sphere bundle....Pages 51-61
Optimal filtering of infinite-dimensional stationary signals....Pages 63-75
On the theory of markovian representation....Pages 77-87
Likelihood ratios with gauss measure noise models....Pages 89-100
Realizing a weak solution on a probability space....Pages 101-113
A class of measure-valued markov processes....Pages 115-125
Diffusion operators in population genetics and convergence of Markov chains....Pages 127-137
Equivalence problem on gaussian N-ple markov processes with multiplicity N....Pages 139-143
Note on freidlin-wentzell type estimates for stochastic processes....Pages 145-153
White noise and Lévy\'s functional analysis....Pages 155-163
Gaussian processes: Nonlinear analysis and stochastic calculus....Pages 165-177
Commutative wick algebras II. Square integrable martingale algebras and Ito algebras....Pages 179-191
On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory....Pages 193-206
On subordination of decomposable fields....Pages 207-210
On the stability and growth of real noise parameter-excited linear systems....Pages 211-227
On the integration of sequences of moments\' equations in the stability theory of stochastic systems....Pages 229-238
Representation theorems for operators and measures on abstract wiener spaces....Pages 239-249
An example on tail fields....Pages 251-252
On the construction of least favourable distributions....Pages 253-261