Stochastic Processes and Functional Analysis

Some problems of real and stochastic analysis arising from applications; quasi-periodic solutions of Hamiltonian evolution equations; scaling limits for lattice gas models; multivariate distributions with Gaussian conditional structure; the minimal projection from L1 onto Pi-n; proofs and proofs of the Eckart-Young theorem; an analytic semigroup associated to a degenerate evolution equation; degenerate nonlinear parabolic problems - the influence of probability theory; an application of measure theory to perfect competition; dilations of Hilbert-Schmidt class operator-valued measures and applications; transient solution of the M/M/1 queueing system via randomization; a characterization of Hida measure; new results in the simplex method in linear programming; an estimate of the semi stable measure of small balls in Banach spaces; nonsquare constants of Orlicz spaces; recursive multiple Wiener expansion for nonlinear filtering of diffusion processes; a Berry-Esseen type estimate for Hilbert space valued U-statistics and on Bootstrapping Von Mises statistics; on the strong form of the Faber theorem; nonlinear filtering theory for stochastic reaction-diffusion equations; an operator characterization of oscillatory harmonizable processes; operator algebraic aspects for sufficiency; nonlinear parabolic equations, Favard classes and regularity.