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Control of a solution of a stochastic integral equation. (English. Russian original) Zbl 0265.60055
Theory Probab. Appl. 17, 114-131 (1972); translation from Teor. Veroyatn. Primen. 17, 111-128 (1972).

MSC:
60H20 Stochastic integral equations
93E10 Estimation and detection in stochastic control theory
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