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Pflug, G. Ch. 1995 Asymptotic Stochastic Programs Mathematics of Operations Research Vol. 20, No. 3 769-789 Pinsker, M. S. 1980 Optimal Filtering of Square Integrable Signals in Gaussian White Noise Problems of Information Transmission 16 120-133
Pia Weibelzahl
Prof. Dr. Tatyana Krivobokova