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Pugachev, Vladimir Semenovich

Stochastic differential systems : analysis and filtering / V. S. Pugachev and I. N. Sinitsyn Stokhasticheskie differentsial'nye sistemy - Chichester ; New York : Wiley, c1987 - XX, 549 p. : ill. ; 24 cm.

0471912433


Stochastic differential equations

QA274.23.P8413

519.2

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