Publication:3948398
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zbMath0487.60049MaRDI QIDQ3948398
Publication date: 1982
martingale problem; measure-valued stochastic differential equation; representation for conditional expectations; two-parameter semigroup of operators
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G35: Signal detection and filtering (aspects of stochastic processes)
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