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
Some problems in sequential analysis
On impulsive control with long run average cost criterion
Simple and efficient linear and nonlinear filters by regular perturbation methods
Differentiation of measures related to stochastic processes
A control problem in a manifold with nonsmooth boundary