The non linear filtering equations
Sur l'arret optimal de processus a deux indices reels
Stochastic control with tracking of exogenous parameters
Some results on likelihood ratios for two-parameter processes
Some recent results on the control of partially observable stochastic systems
Some problems in sequential analysis
Solving the Zakai equation by ito's Method
Smoothing of a diffusion process conditionned at final time
Simple and efficient linear and nonlinear filters by regular perturbation methods
Separation theorem for optimal impulse control with discontinuous observations
Radon-Nikodym derivatives in case of rational spectral densities
Optimal controls for partially observed stochastic systems using nonstandard analysis
Optimal control of partially observed diffusions via the separation principle
Optimal control based on observations on the boundary
On the control of jump processes
On strong solutions of stohastic equations with respect to semimartingales
On robust approximations in nonlinear filtering
On perturbation methods in stochastic control
On one-dimensional Markov SDEs