This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods

This book provides clear presentations of more than sixty important unsolved problems in mathematical systems and control theory. Each of the problems included

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliav