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Al-Hussaini, A., Elliott, R.J. (1982). Two parameter filtering equations for jump process semimartingales. In: Fleming, W.H., Gorostiza, L.G. (eds) Advances in Filtering and Optimal Stochastic Control. Lecture Notes in Control and Information Sciences, vol 42. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004530
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DOI: https://doi.org/10.1007/BFb0004530
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