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dx_t&=[F_0(x_t)+F_1(x_t)u_t+\\Delta F(t,x_t)] dt+\\Theta_{1,t} dW_t,\\\\ dy_t&=C dx_t+\\Theta_{2,t} dW_t,\\\\ d\\widehat x_t&=(I+KC)^{-1}\\big([F_0(\\widehat x_t) +F_1(\\widehat x_t)u_t] dt+K dy_t\\big),\\end{aligned}NEWLINE\\]NEWLINE where \\(x_t\\) is the state (or signal) process, \\(y_t\\) is the output (or observable) process, \\(u_t=u(t,\\widehat x_t)\\) is the input (or feedback control) process, and \\(\\widehat x_t\\) is the high-gain observer. 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