A result of the iterated logarithm type for a certain class of stochastic processes
A stochastic differential equation for Feller's one-dimensional diffusions
Radon-Nikodym derivatives in case of rational spectral densities
Smoothing of a diffusion process conditionned at final time
Some results on likelihood ratios for two-parameter processes
Inverse problems in stochastic Riemannian geometry
A control problem in a manifold with nonsmooth boundary
First passage times in stochastic models of physical systems and in filtering theory
Nisio semi-group associated to the control of Markov processes
Between the chapters: An editor's note
On robust approximations in nonlinear filtering
Controllability of stochastic systems
On one-dimensional Markov SDEs
A partially observed inventory problem
Stochastic control with tracking of exogenous parameters
On the control of jump processes
Duality theory for some stochastic control models
Optimal controls for partially observed stochastic systems using nonstandard analysis
Solving the Zakai equation by ito's Method
Sur l'arret optimal de processus a deux indices reels