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    author
    Masnita Misiran
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    Changzi Wu
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    Zu-di Lu
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    Kok Lay Teo
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    publication date
    30 March 2011
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    zbMATH DE Number
    5872315
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    zbMATH Keywords
    linear filtering
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    fractional Brownian motion
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    optimal control
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    convolutional integrals
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    approximation scheme
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    approximate optimal control computation
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