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MR431365 60G35 (60G30 93E10 62M05)
Lipcer, R. S.; Sirjaev, A. N. \cyr Statistika sluchaĭnykh protsessov. (Russian) [Statistics of random processes] \cyr Nelineĭnaya filtratsiya i smezhnye voprosy. [Nonlinear filtering and related problems] Probability Theory and Mathematical Statistics, Vol. 15. Izdat. ``Nauka'', Moscow, 1974. 696 pp.
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