Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
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Publisher
Informa UK Limited
Link
http://www.tandfonline.com/doi/pdf/10.1080/17442508208833228
Reference12 articles.
1. Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
2. Stochastic Control for Small Noise Intensities
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