Nonlinear Filtering and Stochastic Control : Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held at Cortona July 1–10 1981 Lectures on stochastic control Stochastic non linear filtering equations and semimartingales Stochastic partial differential equations connected with non linear filtering Lectures on nonlinear filtering and stochastic control Equations of non linear filtering; and application to stochastic control with partial observation On approximation methods for nonlinear filtering On weak convergence to random processes with boundary conditions How to discretize stochastic differential equations.