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Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control

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References

1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
1976Full “Bang” to Reduce Predicted Miss is Optimal31 cited

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1999A remark on Tsirelson's stochastic differential equation17 cited

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