Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985

Some points of interaction between stochastic analysis and quantum theory....Pages 1-26
On a class of stochastic differential equations which do not satisfy Lipschitz conditions....Pages 27-35
Current results and issues in stochastic control....Pages 36-88
A method for constructing ω- optimal controls in problems with partial observation of the state....Pages 89-99
Overload control for SPC telephone exchanges — refined models and stochastic control....Pages 100-110
Stochastic maximum principle in the problem of optimal absolutely continuous change of measure....Pages 111-120
Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models....Pages 121-126
A solution to the partially observed control problem of linear systems, with non-quadratic cost....Pages 127-136
Stationary control of brownian motion in several dimensions....Pages 137-139
Control of piecewise-deterministic processes via discrete-time dynamic programming....Pages 140-150
Reverse time smoothing for point process observations....Pages 151-158
A finitely additive version of Poincare's recurrence theorem....Pages 159-162
Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics....Pages 163-170
Existence of optimal markovian controls for degenerate diffusions....Pages 171-186
On Levy's area process....Pages 187-194
Central limit theorems and random currents....Pages 195-205
On girsanov solutions of infinite dimensional SDEs....Pages 206-208
Explicit solution of a general consumption/investment problem....Pages 209-216
Viscosity solutions in partially observed control....Pages 217-226
On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales....Pages 227-238
Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms....Pages 239-257
Weak convergence and approximations for partial differential equations with random process coefficients....Pages 258-268
Optimal control of reflected diffusion processes : An example of state constraints....Pages 269-276
Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost....Pages 277-283
Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data....Pages 284-304
Wide band limit of Lyapounov exponents....Pages 305-315
Filtering with observations on a Riemannian symmetric space....Pages 316-329
To the theory of the generalized diffusion....Pages 330-341
The linear operator-valued stochastic equations....Pages 342-351
Stochastic calculus of variations revisited....Pages 352-361
Stability under small perturbations....Pages 362-367