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The Conference on Stochastic Differential and Difference Equations held at Gyor, Hungary, August 21-24,1996 was organized jointly by Eotvos Lonind University, Budapest and Kossuth Lajos University, Debrecen, with the sponsorship of the Hungarian Regional, the International Executive and the European Regional Committees of the Bernoulli Society as a satellite event to the 4th World Congress of the Bernoulli Society, August 26-31, 1996, Vienna, Austria. It is noteworthy that the meeting had a strong international flavour with 76 participants from 21 countries, including 6 each from Japan and...