of volume II -- 11 Conditionally Gaussian processes -- 12 Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes -- 13 Conditionally Gaussian sequences: filtering and related problems -- 14 Application of filtering equations to problems of statistics of random sequences -- 15 Linear estimation of random processes -- 16 Application of optimal nonlinear filtering equations to some problems in control theory and information theory -- 17 Parameter estimation and testing of statistical hypotheses for diffusion type processes -- 18 Random point processes: Stieltjes stochastic integrals -- 19 The structure of local martingales, absolute continuity of measures for point processes, and filtering.