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On solutions of filtration equations. (Russian) Zbl 0413.60040

Teor. Veroyatn. Mat. Stat. 16, 142-149 (1977).

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Citations:

Zbl 0341.60042