Notes: | Contents: A. Bensoussan, Lectures on stochastic control (pp. 1–62); B. Grigelionis, Stochastic nonlinear filtering equations and semimartingales (pp. 63–99); Hiroshi Kunita, Stochastic partial differential equations connected with nonlinear filtering (pp. 100–169); Sanjoy K. Mitter, Lectures on nonlinear filtering and stochastic control (pp. 170–207); E. Pardoux, Equations of nonlinear filtering and application to stochastic control with partial observation (pp. 208–248); Giovanni B. Di Masi and Wolfgang J. Runggaldier, On approximation methods for nonlinear filtering (pp. 249–259); B. Grigelionis and R. Mikulevičius, On weak convergence to random processes with boundary conditions (pp. 260–275); Denis Talay, How to discretize stochastic differential equations (pp. 276–292). |