Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1 Working Conference Warsaw, Poland, September 12–16, 1988

Some results about two-mode stochastic compartmental models....Pages 1-17
Anticipating linear stochastic differential equations....Pages 18-23
Nonlinear filtering for signal correlated with the noise....Pages 24-47
Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them....Pages 48-74
Tracking almost periodic signals under white noise perturbations....Pages 75-85
Variational calculus for Gaussian random fields....Pages 86-97
Local uniqueness of Feller processes with integrodifferential generators....Pages 98-111
On general ARMA models and regularity conditions....Pages 112-124
On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations....Pages 125-133
Modelling of random fatigue accumulation....Pages 134-141
Functionals on stochastic processes....Pages 142-151
Asymptotic almost periodic solutions for stochastic differential equations....Pages 152-158
Stochastic integral with respect to a generalized wiener process in a conuclear space....Pages 159-168
Periodic linear equations with general additive noise in hilbert spaces....Pages 169-183
Low and high density reaction-diffusion models....Pages 185-190
Equations for the characteristic functional and moments of the complex stochastic evolutions — motivation and results....Pages 191-200
On a class of semilinear stochastic partial differential equations....Pages 201-209
Strong Feller property for semilinear stochastic evolution equations and applications....Pages 210-224
On the macroscopic nonequilibrium dynamics of an exclusion process....Pages 225-239
On large deviations for stochastic evolution equations....Pages 240-253
Approximation of Zakai equation by the splitting up method....Pages 255-265
An ergodic control problem on whole Euclidean space....Pages 266-273
On limit control principle for singularly perturbed Markov processes....Pages 274-283
Some solvable stochastic control problems in symmetric spaces of type IV....Pages 284-297
Impulsive control of piecewise-deterministic processes....Pages 298-308
Synthesis of optimal controls....Pages 309-317
Consistent ML estimator for drift parameters of both ergodic and nonergodic diffusions....Pages 318-327
On adaptive control of continuous time linear stochastic systems....Pages 328-343
A minimax control of linear systems....Pages 344-355
On a packing problem....Pages 356-359
Qu adratic control for linear stochastic equations with pathwise cost....Pages 360-369