White noise models in non-linear filtering and control -- Optimal impulsive control theory -- An introduction to duality in random mechanics -- Linear stochastic itô equations in Hilbert space -- Martingale methods in stochastic control -- A geometric approach to linear control and estimation -- The martingale calculus and applications -- Interaction between stochastic differential equations and partial differential equations -- Approximation of solutions to differential equations with random inputs by diffusion processes -- Optimal conditions and sufficient statistics for controlled jump processes -- Stochastic filtering theory: A discussion of concepts, methods, and results -- to the theory of optimal stopping -- Weak martingales associated with a two parameter jump process -- Stochastic stagewise Stackleberg strategies for linear quadratic systems -- Some remarks concerning attainable sets of stochastic optimal control systems -- Potential theory in optimal stopping and alternatinc processes -- Adaptive control of Markov chains -- Solution of the limited risk problem without rank conditions -- The parameterization of rational transferfunction linear systems -- A stochastic model for the electrical conduction in non homogeneous layers -- Policy improvement algorithm for continuous time Markov decision processes with switching costs -- An algebro-geometric approach to estimation and stochastic control for linear pure delay time systems -- A non-linear martingale problem -- Pathwise construction of random variables and function space integrals -- Non-gaussianity and non-linearity in electroencephalographic time series -- Canonical form and local characteristics of semimartingales -- On identification and the geometry of the space of linear systems -- A numerical comparison of non-linear with linear prediction for the transformed Ornstein-Uhlenbeck process -- On the bandit problem -- Existence and uniqueness for stochastic differential equations -- On the solution and the moments of linear systems with randomly disturbed parameters -- Some exact results on stability and growth of linear parameter excited stochastic systems -- A variational inequality for a partially observed stopping time problem -- Equations du filtrage non lineaire pour des processus a deux indices -- Minimum covariance, minimax and minimum energy linear estimators -- Non linear filtering for the system with general noise -- Filtering of a diffusion process with poisson-type observation -- On weak closures of convex and solid sets of probability measures -- Non L1-bounded martingales -- On the definition and detection of structural change -- Exact filtering in exponential families: Discrete time -- Lower estimation error bounds for Gauss-Poisson processes -- Sur L'Approximation D'Un Processus De Transport Par Une Diffusion -- Resolution of measurability problems in discrete - time stochastic control -- Optimal non-explosive control of a non constrained diffusion and behaviour when the discount vanishes -- Sequential estimation of the solution of an integral equation in filtering theory -- Causal and non-anticipating solutions of stochastic equations.