The principal investigators will continue their work in various areas of probability theory. One investigator will continue his study of limit theorems for empirical measures. This has both direct and indirect applications to statistics, and in particular to the bootstrap technique of estimation. A second investigator will study the relationship between Gaussian and Markov processes. Each of these processes acts as a model of many natural phenomena, but each makes different assumptions. A third investigator will continue his study of diffusion processes which involve discontinuity or singularity of the coefficients of the process, the state space, or the boundary. This study has indirect applications to stochastic control. ***