The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409)

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The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness
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    The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (English)
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    1 July 2014
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    filtering
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    jump-diffusion processes
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