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They obey another weaker condition which allows even discontinuity. For an integrable \\({\\mathcal F}_ t^{\\xi,W}\\)-measurable r.v. g the conditional expectation E(g\\(| {\\mathcal F}^{\\xi}_ t)\\) is explicitly written with the corresponding expression being an extension of the Bayes formula, used in \\textit{G. Kallianpur} and \\textit{R. L. Karandikar}'s approach [Ann. Probab. 13, 1033- 1107 (1985; Zbl 0584.60055)], known as ``white noise calculus''.    The innovation problem is solved under weaker conditions and the corresponding result is applied to a problem in optimal control. 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