Stochastic Differential Systems

1. Front Matter

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2. Long-time fluctuations of weakly interacting diffusions

   • D. A. Dawson, J. Gärtner

   Pages 1-10

3. An estimation problem for generalized Gaussian processes

   • Ognian Enchev

   Pages 11-21

4. A critical measure-valued branching process with infinite asymptotic edensity

   • Klaus Fleischmann

   Pages 22-26

5. On large deviations and relative entropy of Markov random fields

   • H. Föllmer

   Pages 27-32

6. Error estimates for finite-element approximation of the Zakai equation

   • A. Germani, M. Piccioni

   Pages 33-44

7. Semigroup properties of markov processes with a several dimensional parameter

   • L. Hoy

   Pages 45-50

8. Large deviations of a diffusion in a bistable infinite-dimensional potential

   • G. Jetschke

   Pages 51-60

9. White noise calculus for two-parameter filtering

   • G. Kallianpur, H. Korezlioglu

   Pages 61-69

10. Reaction-diffusion equations with white noise disturbance

    • R. Manthey

    Pages 70-76

11. The propagation of chaos for diffusions with bad drift coefficients

    • Masao Nagasawa

    Pages 77-81

12. Approximation for infinite-dihensional wiener processes in separable hilbert spaces

    • M. Richter

    Pages 82-87

13. A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths

    • Russo Francesco

    Pages 88-98

14. On the distribution of functionals of stochastic fields

    • J. vom Scheidt, B. Fellenberg

    Pages 99-108

15. Finite-dimensional approximation of stochastic NAVIER-STOKES-equation

    • Bjoern Schmalfuss

    Pages 109-114

16. Large deviations of linear stochastic differential equations

    • Ludwig Arnold, Wolfgang Kliemann

    Pages 115-151

17. On the semimartingale decomposition of quasidiffusions with nonnaturale scale

    • G. Burkhardt, U. Küchler

    Pages 152-155

18. Time reversal of gap diffusions

    • H. Langer, W. Schenk

    Pages 156-163

19. Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries

    • J.-U. Löbus

    Pages 164-175

20. On the convergence of diffusions

    • R. Mikulevičius

    Pages 176-186

The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.

• Drift
• Markov
• calculus
• chaos
• control
• control theory
• differential games
• entropy
• filtering
• numerical methods
• operator
• optimal control
• partial differential equation
• stability
• stochastic processe

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