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Francesco, R. (1987). A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038926
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DOI: https://doi.org/10.1007/BFb0038926
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