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On control of the solution of a stochastic integral equation with degeneration. (English. Russian original) Zbl 0265.60056

Math. USSR, Izv. 6(1972), 249-262 (1973); translation from Izv. Akad. Nauk SSSR, ser. Mat. 36, 248-261 (1972).

MSC:

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