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J. Jacod. Calcul stochastique et problemes des martingales. Lecture Notes in Mathematics, Vol. 714, 1979.
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© 1986 International Institute for Applied Systems Analysis
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Galčuk, L.I. (1986). On the derivation of a filtering equation for a non-observable semimartingale. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007080
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DOI: https://doi.org/10.1007/BFb0007080
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