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    publication date
    10 March 1993
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    Mathematics Subject Classification ID
    93E11
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    60H30
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    60H10
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    zbMATH DE Number
    130625
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    zbMATH Keywords
    Kalman filter
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    diffusion approximation method
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    author
    Robert Sh. Liptser
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    Sergey V. Lototsky
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