Communications in Information and Systems

A special issue dedicated to Prof. Tyrone Duncan on the occasion of his 80th birthday

For Tyrone Duncan

Trajectorial dissipation and gradient flow for the relative entropy in Markov chains

Filtering of stochastic delayed differential equations in Hilbert spaces

BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales

On ergodic control of switching processes

Master adjoint systems in mean-field-type games

Deep filtering