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This volume contains papers which were presented at a meeting entitled "Stochastic Analysis and Applications" held at Gregynog Hall, Powys, from the 9th -- 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics...