On stochastic bilinear control

The object is to provide a condensed review of current research on bilinear stochastic systems, BLSS and their application, along with preliminary results on optimal filtering. BLSS arise naturally for generalized demographic processes such as may appear in immunology, nuclear physics, biological populations of species and human demography. For example, in the immune system bilinear differential equations describe cell division and chemical binding of antibody receptors to alien molecules due to the law of mass action. Multiplicative stochastic coefficients may be introduced for probabilities of division and differentiation of classes of cells. Additive noise may appear from the bone marrow source of cells, the effects of ill-defined accessory cells and from "measurements".