Stochastic Differential Systems Filtering and Control : Proceedings of the IFIP WG 7 1 Working Conference Vilnius Lithuania USSR Aug. 28 Sept. 2 1978 Some estimation problems for stochastic differential equations Applications of stochastic differential equations to the description of turbulent equations On semimartingales with values in Euclidean halfspaces Multiplicative operator functional of markov processes and their applications On the predictable jumps of martingales On the existence of a solution of the stochastic equation with respect to a martingale and a random measure On bellman equation for controlled degenerate general stochastic processes On the existence of the optimal policy for a multidimensional quasidiffusion controlled process On the semigroup theory of stochastic control Stationary solutions of the stochastic Navier Stokes equations On absolute continuity of probability measures for markov itô processes Representations of Gaussian random fields Continuous additive & processes Stochastic differential equation of the optimal non linear filtering of the conditional Gaussian process The maximum rate of convergence of discrete approximations for stochastic differential equations Approximation of itô integral equations A probabilistic approach to the representation problem of martingales as stochastic integral Diffusion in regions with many small holes Exterior dirichlet problems and the asymptotic behavior of diffusions On stochastic bang bang control Structure of martingales under random change of time On stochastic equations with unbounded coefficients for jump processes To the maximum principle theory for problems of control of stochastic differential equations Diffusion processes with singular characteristics Construction and properties of a class of stochastic integrals The asymptotic statistical problems for fields of diffusion type A note on strong solutions of stochastic differential equations with random coefficients Non equilibrium solutions of an infinite system of stochastic differential equations On conditions for uniform integrability for continuous exponential martingales On weak compactiness of the sets of multiparameter stochastic processes Limit theorems for stocha stic equations with partial derivatives Formula for conditional Wiener integrals On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation On a dirichlet problem with random coefficients Stochastic spectral equations.