Stochastic Differential Systems: Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6-13, 1986

The Fifth IFIP Working Conference on Shastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of shastic differential systems. Particular emphasis is laid on infinite-dimensional shastic problems and random fields, especially on shastic partial differential equations. The volume includes contributions to the study of shastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, shastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and shastic calculus. This volume is of special interest to researchers in shastic processes, random fields, and control theory.