Stochastic Differential Systems: Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

Long-time fluctuations of weakly interacting diffusions....Pages 1-10
An estimation problem for generalized Gaussian processes....Pages 11-21
A critical measure-valued branching process with infinite asymptotic edensity....Pages 22-26
On large deviations and relative entropy of Markov random fields....Pages 27-32
Error estimates for finite-element approximation of the Zakai equation....Pages 33-44
Semigroup properties of markov processes with a several dimensional parameter....Pages 45-50
Large deviations of a diffusion in a bistable infinite-dimensional potential....Pages 51-60
White noise calculus for two-parameter filtering....Pages 61-69
Reaction-diffusion equations with white noise disturbance....Pages 70-76
The propagation of chaos for diffusions with bad drift coefficients....Pages 77-81
Approximation for infinite-dihensional wiener processes in separable hilbert spaces....Pages 82-87
A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths....Pages 88-98
On the distribution of functionals of stochastic fields....Pages 99-108
Finite-dimensional approximation of stochastic NAVIER-STOKES-equation....Pages 109-114
Large deviations of linear stochastic differential equations....Pages 115-151
On the semimartingale decomposition of quasidiffusions with nonnaturale scale....Pages 152-155
Time reversal of gap diffusions....Pages 156-163
Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries....Pages 164-175
On the convergence of diffusions....Pages 176-186
Derivative free numerical methods for stochastic differential equations....Pages 187-193
On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process....Pages 194-203
On convergence rates of approximate solutions of stochastic equations....Pages 204-212
On the joint distribution of the Brownian local and occupation times....Pages 213-217
Large deviations estimates for semilinear stochastic equations....Pages 218-231
Continuous dependence for ito equations with respect to the drift involving lie brackets....Pages 232-244
A stochastic maximum principle....Pages 245-252
Line integrals; stable spaces of martingales; compactization problems in optimal control....Pages 253-271
Partially observable control of diffusions with correlated noise....Pages 272-285
Some negative properties of nash-equilibrium strategies in stochastic differential games....Pages 286-293
Finite dimensional approximation of an optimal control problem for stochastic partial differential equations....Pages 294-300
Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition....Pages 301-309
A problem of non-zero sum stopping game....Pages 310-315
Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost....Pages 316-329
A minimal fluctuation property for coin tossing and locally symmetric martingales....Pages 331-337
The functional law of the iterated logarithm for Lévy\'s area process....Pages 338-345
Ito-Ventzel\'s formula for semimartingales, asymptotic properties of mle and recursive estimation....Pages 346-355
Conditions for contiguity....Pages 356-362
Stochastic calculus associated with skorohod\'s integral....Pages 363-372
Absolute continuity of a semimartin gale with respect to a continuous increasing and adapted process....Pages 373-380