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    author
    Ramazan Rezaeyan
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    Rahman Farnoosh
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    publication date
    22 July 2010
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    Mathematics Subject Classification ID
    60H10
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    60J70
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    60G35
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    62M20
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    93E11
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    zbMATH DE Number
    5759432
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    zbMATH Keywords
    Itô's formula
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    Kalman-Bucy
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    RC circuit
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    Ornstein-Uhlenbeck
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