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MR1135324 60H10 (34F05 35R60 60G35 60J60)
Rozovskiń≠, B. L. Stochastic evolution systems. Linear theory and applications to nonlinear filtering. Translated from the Russian by A. Yarkho. Mathematics and its Applications (Soviet Series), 35. Kluwer Academic Publishers Group, Dordrecht, 1990. xviii+315 pp. ISBN: 0-7923-0037-8
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