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MR2168143
(2006f:60043)
60G35
(60G15 60H05)
Posashkov, S. V. Optimal filtering in systems with fractional Brownian noise. (Ukrainian) Teor. Ĭmovīr. Mat. Stat. No. 72 (2005), 120--128; translation in Theory Probab. Math. Statist. No. 72 (2006), 135--144 |
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