Ebook: Stochastic Differential Systems Filtering and Control: Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978

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Content:
Front Matter....Pages -
Some estimation problems for stochastic differential equations....Pages 1-12
Applications of stochastic differential equations to the description of turbulent equations....Pages 13-27
On semimartingales with values in Euclidean halfspaces....Pages 28-37
Multiplicative operator functional of markov processes and their applications....Pages 38-49
On the predictable jumps of martingales....Pages 50-57
On the existence of a solution of the stochastic equation with respect to a martingale and a random measure....Pages 58-68
On bellman equation for controlled degenerate general stochastic processes....Pages 69-79
On the existence of the optimal policy for a multidimensional quasidiffusion controlled process....Pages 80-90
On the semigroup theory of stochastic control....Pages 91-102
Stationary solutions of the stochastic Navier-Stokes equations....Pages 103-113
On absolute continuity of probability measures for markov-it? processes....Pages 114-128
Representations of Gaussian random fields....Pages 129-142
Continuous additive &?-processes....Pages 143-151
Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process....Pages 152-161
The maximum rate of convergence of discrete approximations for stochastic differential equations....Pages 162-171
Approximation of it? integral equations....Pages 172-176
A probabilistic approach to the representation problem of martingales as stochastic integral....Pages 177-189
Diffusion in regions with many small holes....Pages 190-206
Exterior dirichlet problems and the asymptotic behavior of diffusions....Pages 207-220
On stochastic bang-bang control....Pages 221-238
Structure of martingales under random change of time....Pages 239-244
On stochastic equations with unbounded coefficients for jump processes....Pages 245-254
To the maximum principle theory for problems of control of stochastic differential equations....Pages 255-263
Diffusion processes with singular characteristics....Pages 264-269
Construction and properties of a class of stochastic integrals....Pages 270-275
The asymptotic statistical problems for fields of diffusion type....Pages 276-286
A note on strong solutions of stochastic differential equations with random coefficients....Pages 287-296
Non-equilibrium solutions of an infinite system of stochastic differential equations....Pages 297-303
On conditions for uniform integrability for continuous exponential martingales....Pages 304-310
On weak compactiness of the sets of multiparameter stochastic processes....Pages 311-319
Limit theorems for stocha stic equations with partial derivatives....Pages 320-330
Formula for conditional Wiener integrals....Pages 331-333
On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation....Pages 334-343
On a dirichlet problem with random coefficients....Pages 344-353
Stochastic spectral equations....Pages 354-363

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Content:
Front Matter....Pages -
Some estimation problems for stochastic differential equations....Pages 1-12
Applications of stochastic differential equations to the description of turbulent equations....Pages 13-27
On semimartingales with values in Euclidean halfspaces....Pages 28-37
Multiplicative operator functional of markov processes and their applications....Pages 38-49
On the predictable jumps of martingales....Pages 50-57
On the existence of a solution of the stochastic equation with respect to a martingale and a random measure....Pages 58-68
On bellman equation for controlled degenerate general stochastic processes....Pages 69-79
On the existence of the optimal policy for a multidimensional quasidiffusion controlled process....Pages 80-90
On the semigroup theory of stochastic control....Pages 91-102
Stationary solutions of the stochastic Navier-Stokes equations....Pages 103-113
On absolute continuity of probability measures for markov-it? processes....Pages 114-128
Representations of Gaussian random fields....Pages 129-142
Continuous additive &?-processes....Pages 143-151
Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process....Pages 152-161
The maximum rate of convergence of discrete approximations for stochastic differential equations....Pages 162-171
Approximation of it? integral equations....Pages 172-176
A probabilistic approach to the representation problem of martingales as stochastic integral....Pages 177-189
Diffusion in regions with many small holes....Pages 190-206
Exterior dirichlet problems and the asymptotic behavior of diffusions....Pages 207-220
On stochastic bang-bang control....Pages 221-238
Structure of martingales under random change of time....Pages 239-244
On stochastic equations with unbounded coefficients for jump processes....Pages 245-254
To the maximum principle theory for problems of control of stochastic differential equations....Pages 255-263
Diffusion processes with singular characteristics....Pages 264-269
Construction and properties of a class of stochastic integrals....Pages 270-275
The asymptotic statistical problems for fields of diffusion type....Pages 276-286
A note on strong solutions of stochastic differential equations with random coefficients....Pages 287-296
Non-equilibrium solutions of an infinite system of stochastic differential equations....Pages 297-303
On conditions for uniform integrability for continuous exponential martingales....Pages 304-310
On weak compactiness of the sets of multiparameter stochastic processes....Pages 311-319
Limit theorems for stocha stic equations with partial derivatives....Pages 320-330
Formula for conditional Wiener integrals....Pages 331-333
On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation....Pages 334-343
On a dirichlet problem with random coefficients....Pages 344-353
Stochastic spectral equations....Pages 354-363
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