Stochastic Differential Systems: Proceedings of the 4th Bad Honnef Conference, June, 20–24, 1988

Some results on Newton equation with an additional stochastic force....Pages 1-13
On dirichlet forms on topological vector spaces: Existence and maximality....Pages 14-31
Nowhere Radon smooth measures, perturbations of Dirichlet forms and singular quadratic forms....Pages 32-45
A generalization of Ito's formula....Pages 46-54
General functional limit theorems for semimartingales....Pages 55-62
Nonlinear filtering for dynamic systems with singular perturbations....Pages 63-71
On recursive adaptive filtering: Linear case....Pages 72-81
On the smooth fit boundary conditions in the optimal stopping problem for semimertingales....Pages 82-90
Order determination and adaptive control of ARX models using the PLS criterion....Pages 91-101
Adaptive control of some partially observed linear stochastic systems....Pages 102-114
The adjoint process in stochastic optimal control....Pages 115-127
Integration by parts and the Malliavin calculus....Pages 128-139
Pathwise stability of random differential equations and the solution of an adaptive control related problem....Pages 140-149
Stochastic analysis of intertemporal economic issues....Pages 150-161
OLS-Estimation and rationality in linear models with forecast feedback....Pages 162-170
Invariance of cones and comparison results for some classes of diffusion processes....Pages 171-182
Performance and robustness in adaptive control of linear stochastic systems....Pages 183-195
Singular perturbations for stochastic control....Pages 196-205
Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems....Pages 206-220
Consistency sets of least squares estimates in stochastic regression models....Pages 221-226
Consistency of estimators in controlled systems....Pages 227-234
Stochastic controllability and stochastic Lyapunov functions with applications to adaptive and nonlinear systems....Pages 235-257
A simple stochastic growth model for filamentary current structures in semiconductor systems....Pages 258-265
The rate of convergence and the asymptotic normality of an estimator in a controlled investment model with time-varying parameters....Pages 266-278
On invariant measures of filtering processes....Pages 279-292
Polygonal fields: A new class of markov fields on the plane....Pages 293-316
Strictly stationary processes with the linear prediction property....Pages 317-328
Multiparameter martingale and Markov process....Pages 329-336
Limit theorems for storage process with the domain of attraction of a stable law....Pages 337-342