Stochastic Systems and Optimization

1. Front Matter

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2. Some results about two-mode stochastic compartmental models

   • C. Bruni, G. Koch

   Pages 1-17

3. Anticipating linear stochastic differential equations

   • Rainer Buckdahn

   Pages 18-23

4. Nonlinear filtering for signal correlated with the noise

   • Ognian Enchev

   Pages 24-47

5. Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them

   • H. J. Engelbert, W. Schmidt

   Pages 48-74

6. Tracking almost periodic signals under white noise perturbations

   • A. Halanay, T. Morozan

   Pages 75-85

7. Variational calculus for Gaussian random fields

   • Takeyuki Hida, Si Si

   Pages 86-97

8. Local uniqueness of Feller processes with integrodifferential generators

   • Jan Kisyński

   Pages 98-111

9. On general ARMA models and regularity conditions

   • Aleksander Kowalski, Dominik Szynal

   Pages 112-124

10. On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations

    • Andrzej Rozkosz, Leszek Słomiński

    Pages 125-133

11. Modelling of random fatigue accumulation

    • Kazimierz Sobczyk

    Pages 134-141

12. Functionals on stochastic processes

    • K. Urbanik

    Pages 142-151

13. Asymptotic almost periodic solutions for stochastic differential equations

    • Constantin Vârsan

    Pages 152-158

14. Stochastic integral with respect to a generalized wiener process in a conuclear space

    • Tomasz Bojdecki, Jacek Jakubowski

    Pages 159-168

15. Periodic linear equations with general additive noise in hilbert spaces

    • Anna Chojnowska-Michalik

    Pages 169-183

16. Low and high density reaction-diffusion models

    • Peter Kotelenez

    Pages 185-190

17. Equations for the characteristic functional and moments of the complex stochastic evolutions — motivation and results

    • Zbigniew Kotulski

    Pages 191-200

18. On a class of semilinear stochastic partial differential equations

    • Ralf Manthey

    Pages 201-209

19. Strong Feller property for semilinear stochastic evolution equations and applications

    • Bohdan Maslowski

    Pages 210-224

20. On the macroscopic nonequilibrium dynamics of an exclusion process

    • E. Platen

    Pages 225-239

The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.

• Differentialgleichung
• Drift
• Markov
• Signal
• Tracking
• calculus
• control
• dynamics
• filtering
• modeling
• optimal control
• optimization
• partial differential equation
• stochastic processe
• stochastisches System

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