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
Optimization techniques in image analysis
Application of adaptive control to a bubble-column-fermenter
Computational problems in nonlinear filtering
Optimal control of free boundary problems
Computational complexity of some semiinfinite programming methods
Discrete stability of stochastic programming problems with recourse
On the manifold of control processes in Lagrange problems
Comparison of different methods for solving a large scale, stochastic dynamic problem
The use of flying horizon method to traffic optimization in process control communication systems
Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost
On girsanov solutions of infinite dimensional SDEs
A finitely additive version of Poincare's recurrence theorem
Adaptive control — A way to deal with uncertainty