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MR1472954 (98m:60065) 60G35 (62G05 62M20 93E10)
Chow, P.-L.; Khasminskii, R.; Liptser, R. Tracking of signal and its derivatives in Gaussian white noise. Stochastic Process. Appl. 69 (1997), no. 2, 259–273.
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