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MR529130 93E10 (60G35)
Clark, J. M. C. The design of robust approximations to the stochastic differential equations of nonlinear filtering. Communication systems and random process theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977), pp. 721–734. NATO Advanced Study Inst. Ser., Ser. E: Appl. Sci., No. 25, Sijthoff & Noordhoff, Alphen aan den Rijn, 1978.
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