Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming Book

	Preface
	Foreword
	W. H. Fleming's Curriculum Vitae
	Contributors and Addresses
Pt. I	Large Deviations, Risk Sensitive and H[subscript [infinity]] Control
1	Representations for Functionals of Hilbert Space Valued Diffusions	1
2	Risk-Sensitive, Minimax, and Mixed Risk-Neutral/Minimax Control of Markov Decision Processes	21
3	Partially Observed Control Problems with Multiplicative Cost	41
4	Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Games	57
5	Nonlinear, Dissipative, Infinite Dimensional Systems	75
6	Singular Limits of Bellman Equations of Ergodic Type Related to Risk-Sensitive Control	95
7	Game Approach to Risk Sensitive Control for Stochastic Evolution Systems	115
8	On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems	135
9	Nonlinear H[superscript [infinity]] Controller Design via Viscosity Supersolutions of the Isaacs Equation	151
Pt. II	Partial Differential Equations and Viscosity Solutions
10	Singularities of Semiconcave Functions in Banach Spaces	171
11	Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach	191
12	Remarks on the Dirichlet Problem for Quasilinear Elliptic and Parabolic Equations	209
13	A Generalized Hamilton-Jacobi-Bellman Equation for Deterministic Optimal Control Problems	223
14	Regular Solutions of Stochastic Burgers Equation	237
15	Piecewise-Deterministic Processes and Viscosity Solutions	249
16	Mathematical Approaches to the Problem of Noise-Induced Exit	269
17	An Approximation Scheme for Evolutive Hamilton-Jacobi Equations	289
18	Homogenization of the Cauchy Problem for Hamilton-Jacobi Equations	305
19	The Critical Exponent for a Stochastic PDE to Hit Zero	325
Pt. III	Stochastic Control, Filtering and Parameter Estimation
20	Robustness of Zakai's Equation via Feynman-Kac Representations	339
21	Estimation of Probability Distributions for Individual Parameters Using Aggregate Population Data	353
22	Solvable Infinite Time Horizon Stochastic Control Problems in Noncompact Symmetric Spaces	373
23	Exact Finite Dimensional Filters for Exponential Functionals of the State	391
24	A Lyapunov Theory of Nonlinear Observers	409
25	Existence of Optimal Controls for Variance Control	421
26	On Optimal Ergodic Control of Diffusions with Jumps	439
27	Markov Marginal Problems and Their Applications to Markov Optimal Control	457
28	Entropy Inequalities and Entropy Dynamics in Nonlinear Filtering of Diffusion Processes	477
29	Identification for Linear Stochastic Distributed Parameter Systems with Boundary/Point Control	497
30	Monte Carlo Estimation of Diffusion Distributions at Inter-sampling Times	505
Pt. IV	Mathematical Finance and other Applications
31	Option Pricing in a Market with Frictions	521
32	Pathwise Comparison of Arithmetic Brownian Motions and Log-normal Processes	541
33	Critical Power for Asymptotic Connectivity in Wireless Networks	547
34	Pricing Models with Transaction Fees	567
35	A Verification Theorem in General Equilibrium Model of Asset Prices	585
36	Optimal Portfolio Management with Partial Observations and Power Utility Function	605
37	Hierarchical Production Controls for a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality	621