Stochastic Analysis

Invited Speakers to the Conference in Honor of Moshe Zakai are Denoted by a star*PrefaceForewordPublications by Moshe ZakaiConformally Invariant and Reflection Positive Random Fields in Two DimensionsReal Time Architectures for the Zakai Equation and ApplicationsQuadratic Approximation by Linear Systems Controlled from Partial ObservationsA Model of Stochastic Differential Equation in Hilbert Spaces Applicable to Navier Stokes Equation in Dimension 2Wavelets as Attractors of Random Dynamical SystemsMarkov Properties for Certain Random FieldsThe Anatomy of a Low-Noise Jump Filter: Part IOn the Value of Information in Controlled Diffusion ProcessesOrthogonal Martingale RepresentationNonlinear Filtering with Small Observation Noise: Piecewise Monotone ObservationsClosed Form Characteristic Functions for Certain Random Variables Related to Brownian MotionAdaptedness and Existence of Occupation Densities for Stochastic Integral Processes in the Second Wiener ChaosA Skeletal Theory of FilteringEquilibrium in a Simplified Dynamic, Stochastic Economy with Heterogeneous AgentsFeynman-Kac Formula for a Degenerate Planar Diffusion and an Application in Stochastic ControlOn the Interior Smoothness of Harmonic Functions for Degenerate Diffusion ProcessesThe Stability and Approximation Problems in Nonlinear Filtering TheoryWong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE'sNonlinear Filtering for Singularly Perturbed SystemsSmooth σ-FieldsComposition of Large Deviation Principles and ApplicationsNonlinear Transformations of the Wiener Measure and ApplicationsFinite Dimensional Approximate Filters in the Case of High Signal-To-Noise RatioA Simple Proof of Uniqueness for Kushner and Zakai EquationsItô-Wiener Expansions of Holomorphic Functions on the Complex Wiener SpaceLimits of the Wong-Zakai Type with a Modified Drift TermDonsker's δ-Functions in the Malliavin CalculusImplementing Boltzmann MachinesInfinite Dimensionality Results for MAP Estimation