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Communicated by M. Kac
The work of the first-named author was carried out under National Science Foundation Grants No. GP-2058 and 04245.
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Berkovitz, L.D., Pollard, H. A non-classical variational problem arising from an optimal filter problem. Arch. Rational Mech. Anal. 26, 281–304 (1967). https://doi.org/10.1007/BF00281660
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DOI: https://doi.org/10.1007/BF00281660