Stochastic Differential Systems Filtering and Control: Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984

Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires....Pages 1-13
Stationary distributions for ∞-dimensional linear equations with general noise....Pages 14-24
Non-linear evolution equations and functionnals of measure-valued branching processes....Pages 25-34
DNA disribution as a measure valued process....Pages 35-42
Weak solutions of stochastic evolution equations....Pages 43-54
Stability of parabolic equations with boundary and pointwise noise....Pages 55-66
Stochastic partial differential equations and renormalization theory (stochastic quantization)....Pages 67-70
On the regularity of the solutions of stochastic partial differential equations....Pages 71-75
Asymptotic analysis of multilevel stochastic systems....Pages 77-90
Space scaling limit theorems for infinite particle branching brownian motions with immigration....Pages 91-99
An invariance principle for martingales with values in sobolev spaces....Pages 100-107
Large deviations for stationary Gaussian processes....Pages 108-112
Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential....Pages 113-120
Homogeneization for equations with random coefficients....Pages 121-128
A nice discretization for stochastic line integrals....Pages 129-142
On one-dimensional stochastic differential equations with generalized drift....Pages 143-155
An entropy approach to the time reversal of diffusion processes....Pages 156-163
On the drift of a reversed diffusion....Pages 164-175
Time reversal of diffusion processes....Pages 176-182
Divergence, convergence and moments of some integral functionals of diffusions....Pages 183-191
On first exit times of diffusions....Pages 192-195
Smoothing for a finite state Markov process....Pages 197-206
Some remarks on gaussian solutions and explicit filtering formulae....Pages 207-216
White noise theory of filtering-some robustness and consistency results....Pages 217-223
A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations....Pages 224-234
Continuous versions of the conditional statistics of nonlinear filtering....Pages 235-246
Homogenization of bellman equations....Pages 247-260
Partially observed stochastic controls based on a cumulative digital read out of the observations....Pages 261-269
Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems....Pages 270-280
A PDE approach to asymptotic estimates for optimal exit probabilities....Pages 281-285
Optimal stochastic control with state constraints....Pages 286-295
On impulse control with partial observation....Pages 296-308
Construction and control of reflected diffusion with jumps....Pages 309-322