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This Proceedings consists of a collection of papers presented at the International Conference "Generalized functions, convergence structures and their applications" held from June 23-27, 1987 in Dubrovnik, Yugoslavia (GFCA-87): 71 participants from 21 countr~es from allover the world took part in the Conference. Proceedings reflects the work of the Conference. Plenary lectures of J. Burzyk, J. F. Colombeau, W. Gahler, H. Keiter, H. Komatsu, B. Stankovic, H. G. Tillman, V. S. Vladimirov provide an up-to-date account of the cur rent state of the subject. All these lectures, except H. G. Tillman's, are published in this volume. The published communications give the contemporary problems and achievements in the theory of generalized functions, in the theory of convergence structures and in their applications, specially in the theory of partial differential equations and in the mathematical physics. New approaches to the theory of generalized functions are presented, moti vated by concrete problems of applications. The presence of articles of experts in mathematical physics contributed to this aim. At the end of the volume one can find presented open problems which also point to further course of development in the theory of generalized functions and convergence structures. We are very grateful to Mr. Milan Manojlovic who typed these Proce edings with extreme skill and diligence and with inexhaustible patience.