Measure Theory. Applications to Stochastic Analysis

Inhaltsverzeichnis

• Arret optimal previsible.
• Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.
• Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.
• Nonlinear semigroups in the control of partially-observable stochastic systems.
• Optimal control of stochastic systems in a sphere bundle.
• Optimal filtering of infinite-dimensional stationary signals.
• On the theory of markovian representation.
• Likelihood ratios with gauss measure noise models.
• Realizing a weak solution on a probability space.
• A class of measure-valued markov processes.
• Diffusion operators in population genetics and convergence of Markov chains.
• Equivalence problem on gaussian N-ple markov processes with multiplicity N.
• Note on freidlin-wentzell type estimates for stochastic processes.
• White noise and Lévy's functional analysis.
• Gaussian processes: Nonlinear analysis and stochastic calculus.
• Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.
• On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.
• On subordination of decomposable fields.
• On the stability and growth of real noise parameter-excited linear systems.
• On the integration of sequences of moments' equations in the stability theory of stochastic systems.
• Representation theorems for operators and measures on abstract wiener spaces.
• An example on tail fields.
• On the construction of least favourable distributions.