Stochastic Differential Systems

Inhaltsverzeichnis

• Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.
• Stationary distributions for ?-dimensional linear equations with general noise.
• Non-linear evolution equations and functionnals of measure-valued branching processes.
• DNA disribution as a measure valued process.
• Weak solutions of stochastic evolution equations.
• Stability of parabolic equations with boundary and pointwise noise.
• Stochastic partial differential equations and renormalization theory (stochastic quantization).
• On the regularity of the solutions of stochastic partial differential equations.
• Asymptotic analysis of multilevel stochastic systems.
• Space scaling limit theorems for infinite particle branching brownian motions with immigration.
• An invariance principle for martingales with values in sobolev spaces.
• Large deviations for stationary Gaussian processes.
• Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential.
• Homogeneization for equations with random coefficients.
• A nice discretization for stochastic line integrals.
• On one-dimensional stochastic differential equations with generalized drift.
• An entropy approach to the time reversal of diffusion processes.
• On the drift of a reversed diffusion.
• Time reversal of diffusion processes.
• Divergence, convergence and moments of some integral functionals of diffusions.
• On first exit times of diffusions.
• Smoothing for a finite state Markov process.
• Some remarks on gaussian solutions and explicit filtering formulae.
• White noise theory of filtering-some robustness and consistency results.
• A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.
• Continuous versions of the conditionalstatistics of nonlinear filtering.
• Homogenization of bellman equations.
• Partially observed stochastic controls based on a cumulative digital read out of the observations.
• Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.
• A PDE approach to asymptotic estimates for optimal exit probabilities.
• Optimal stochastic control with state constraints.
• On impulse control with partial observation.
• Construction and control of reflected diffusion with jumps.