 | Stochastic systems and optimization: Proc. of the 6th IFIP WG 7.1 working conf., Warsaw, Poland, September 12 - 16, 1988 / Ed. by Zabczyk J. - Berlin; Heidelberg: Springer-Verlag, 1989. - vi, 373 p.: ill. - (Lecture notes in control and information sciences; 136). - Incl. bibl. ref. - ISBN 3-540-51619-0; ISBN 0-387-51619-0
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1. STOCHASTIC FINITE-DIMENSIONAL SYSTEMS
C. BRUNI and G. KOCH:
Some Results about Two-Mode Stochastic Compartmental Models ..... 3
R. BUCKDAHN:
Anticipating Linear Stochastic Differential Equations .......... 18
O. ENCHEV:
Nonlinear Filtering for Signal Correlated with the Noise ....... 24
H.J. ENGELBERT and W. SCHMIDT:
Continuous Local Martingales: Strong Markov Property,
Solutions of Stochastic Equations, and the Interplay between
Them ........................................................... 48
A. HALANAY and T. MOROZAN:
Tracking Almost Periodic Signals under White Noise
Perturbations .................................................. 75
T. HIDA and SI SI:
Variational Calculus for Gaussian Random Fields ................ 86
J. KISYNSKI:
Local Uniqueness of Feller Processes with Integrodifferential
Generators ..................................................... 98
A. KOWALSKI and D. SZYNAL:
On General ARM A Models and Regularity Conditions ............. 112
A. ROZKOSZ and L. SLOMINSKI:
On Limit Points of a Sequence of Weak Solutions of
One-Dimensional Stochastic Differential Equations ............. 125
K. SOBCZYK:
Modelling of Random Fatigue Accumulation ...................... 134
К. URBANIK:
Functionals on Stochastic Processes ........................... 142
C. VARSAN:
Asymptotic Almost Periodic Solutions for Stochastic
Differential Equations ........................................ 152
2. STOCHASTIC INFINITE-DIMENSIONAL SYSTEMS
T. BOJDECKI and J. JAKUBOWSKI:
Stochastic Integral with Respect to a Generalized Wiener
Process in a Conuclear Space .................................. 161
A. CHOJNOWSKA-MICHALIK:
Periodic Linear Equations with General Additive Noise in
Hilbert Spaces ................................................ 169
P. KOTELENEZ:
Low and High Density Reaction-Diffusion Models ................ 185
Z. KOTULSKI:
Equations for the Characteristic Functional and Moments
of the Complex Stochastic Evolutions—Motivation and Results ... 191
R. MANTHEY:
On a Class of Semilinear Stochastic Partial Differential
Equations ..................................................... 201
B. MASLOWSKI:
Strong Feller Property for Semilinear Stochastic Evolution
Equations and Applications .................................... 210
E. PLATEN:
On the Macroscopic Nonequilibrium Dynamics of an Exclusion
Process ....................................................... 225
J. ZABCZYK:
On Large Deviations for Stochastic Evolution Equations ........ 240
3. STOCHASTIC CONTROL AND ESTIMATION
A. BENSOUSSAN and R. GLOWINSKI:
Approximation of Zakai Equation by the Splitting up Method .... 257
A. BENSOUSSAN and NAGAI:
An Ergodic Control Problem on Whole Euclidean Space ........... 266
T. BIELECKI and L. STETTNER:
On Limit Control Principle for Singularly Perturbed Markov
Processes ..................................................... 274
T. DUNCAN:
Some Solvable Stochastic Control Problems in Symmetric
Spaces of Type IV ............................................. 284
D. GATAREK:
Impulsive Control of Piecewise-Deterministic Processes ........ 298
U. HAUSSMAN:
Synthesis of Optimal Controls ................................. 309
P. KAZIMIERCZYK:
Consistent ML Estimator for Drift Parameters of both
Ergodic and Nonergodic Diffusions ............................. 318
B. PASIK-DUNCAN:
On Adaptive Control of Continuous Time Linear Stochastic
Systems ....................................................... 328
Z. POROSINSKI and K. SZAJOWSKI:
A Minimax Control of Linear Systems ........................... 344
A. SIEROCINSKI and J. ZABCZYK:
On a Packing Problem .......................................... 356
C. TUDOR:
Quadratic Control for Linear Stochastic Equations with
Pathwise Cost ................................................. 360
ADDRESSES OF CONTRIBUTORS .................................. 371
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