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scientific article

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    author
    Nicole El Karoui
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    Nguyen Huu Du
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    publication date
    1986
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    Mathematics Subject Classification ID
    60J60
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    60G35
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    93E20
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    93E11
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    zbMATH DE Number
    3945001
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    zbMATH Keywords
    control of a diffusion under partial observations
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    existence of an optimal Markovian filter
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