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This research has been supported by AFOSR Grant No. F49620 82 C 0009
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Kallianpur, G., Karandikar, R.L. Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory. Z. Wahrscheinlichkeitstheorie verw Gebiete 66, 1–17 (1984). https://doi.org/10.1007/BF00532792
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DOI: https://doi.org/10.1007/BF00532792