Stochastic Analysis and Applications

Pinsky\ Mark A.

• 1. Diffusion Fields, Quantum Fields, and Fields with Values in Lie Groups 2. Optimal Stochastic Control of Diffusion Processes with Jumps Stopped at the Exit of a Domain 3. Necessary Conditions on Optimal Markov Controls for Stochastic Processes 4. On Wavefront Propagation in Periodic Media 5. Wiener-Like integrals for Gaussian Processes and the Linear Estimation Problem 6. Stochastic Flows of Diffeomorphisms 7. Differentiability in Measure for Stochastic Differential Equations 8. Generalized Feynman integrals Using Analytic Continuation in Several Complex Variables 9. Stochastic Differential Equations and Stochastic Flows of Homeomorphisms 10. Approximation of Processes and Applications to Control and Communication theory 11. An Analog to the Stochastic integral for 12. A Complex Measure Related to the Schrodinger Equation 13. On the Nearness of Two Solutions in Comparison theorems for One-Dimensional Stochastic Differential Equations 14. Estimation theory in Hilbert Spaces and its Applications 15. Homogenization of Diffusion Processes with Boundary Conditions 16. Diffusion Approximation of Some Stochastic Difference Equations