Stochastic Analysis, Control, Optimization and Applications

I. Large Deviations, Risk Sensitive And H?, Control.- 1. Representations for Functionals of Hilbert Space Valued Diffusions.- 2. Risk-Sensitive, Minimax, and Mixed Risk-Neutral/Minimax Control of Markov Decision Processes.- 3. Partially Observed Control Problems with Multiplicative Cost.- 4. Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Games.- 5. Nonlinear, Dissipative, Infinite Dimensional Systems.- 6. Singular Limits of Bellman Equations of Ergodic Type Related to Risk-Sensitive Control.- 7. Game Approach to Risk Sensitive Control for Stochastic Evolution Systems.- 8. On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems.- 9. Nonlinear H? Controller Design via Viscosity Supersolutions of the Isaacs Equation.- II. Partial Differential Equations and Viscosity Solutions.- 10. Singularities of Semiconcave Functions in Banach Spaces.- 11. Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach.- 12. Remarks on the Dirichlet Problem for Quasilinear Elliptic and Parabolic Equations.- 13. A Generalized Hamilton-Jacobi-Bellman Equation for Deterministic Optimal Control Problems.- 14. Regular Solutions of Stochastic Burgers Equation.- 15. Piecewise-Deterministic Processes and Viscosity Solutions.- 16. Mathematical Approaches to the Problem of Noise-Induced Exit.- 17. An Approximation Scheme for Evolutive Hamilton-Jacobi Equations.- 18. Homogenization of the Cauchy Problem for Hamilton-Jacobi Equations.- 19. The Critical Exponent for a Stochastic PDE to Hit Zero.- III. Stochastic Control, Filtering and Parameter Estimation.- 20. Robustness of Zakai's Equation via Feynman-Kac Representations.- 21. Estimation of Probability Distributions for Individual Parameters Using AggregatePopulation Data.- 22. Solvable Infinite Time Horizon Stochastic Control Problems in Noncompact Symmetric Spaces.- 23. Exact Finite Dimensional Filters for Exponential Functionals of the State.- 24. A Lyapunov Theory of Nonlinear Observers.- 25. Existence of Optimal Controls for Variance Control.- 26. On Optimal Ergodic Control of Diffusions with Jumps.- 27. Markov Marginal Problems and Their Applications to Markov Optimal Control.- 28. Entropy Inequalities and Entropy Dynamics in Nonlinear Filtering of Diffusion Processes.- 29. Identification for Linear Stochastic Distributed Parameter Systems with Boundary/Point Control.- 30. Monte Carlo Estimation of Diffusion Distributions at Inter-sampling Times.- IV. Mathematical Finance and Other Applications.- 31. Option Pricing in a Market with Frictions.- 32. Pathwise Comparison of Arithmetic Brownian Motions and Log-normal Processes.- 33. Critical Power for Asymptotic Connectivity in Wireless Networks.- 34. Pricing Models with Transaction Fees.- 35. A Verification Theorem in General Equilibrium Model of Asset Prices.- 36. Optimal Portfolio Management with Partial Observations and Power Utility function.- 37. Hierarchical Production Controls for a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality.