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1. Probabilistic representations of boundary layer expansions

2. The choice of a stochastic model for a noise system

3. Asymptotic stability and angular convergence of stochastic systems

4. Limit theorems and diffusion approximations for density dependent Markov chains

5. Entrance-exit distributions for Markov additive processes

6. Martingales of a jump process and absolutely continuous changes of measure

7. Analysis of Brownian functionals

8. Parametrically stochastic linear differential equations

9. Extension of Clark’s innovations equivalence theorem to the case of signal z . independent of noise, with ∫0 t z s 2ds

10. Remarks on wide sense equivalents of continuous Gauss-Markov processes in Rn

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