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The theory of optimal measurements. (English) Zbl 1343.49005

MSC:
49J15 Existence theories for optimal control problems involving ordinary differential equations
49J55 Existence of optimal solutions to problems involving randomness
60H30 Applications of stochastic analysis (to PDEs, etc.)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H40 White noise theory
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