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    author
    Nasir Uddin Ahmed
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    publication date
    1979
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    Mathematics Subject Classification ID
    60H10
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    49-02
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    93E20
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    60H25
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    49J55
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    zbMATH DE Number
    3696203
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    zbMATH Keywords
    optimal control of stochastic systems
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    stochastic functional differential equations
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    separation principle
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    Girsanov measure transformation
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