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By Richard S. Bucy

This moment variation preserves the unique textual content of 1968, with explanation and extra references.

From the Preface to the second one version: "Since the 1st version of this booklet, various vital effects have appeared---in specific stochastic integrals with appreciate to martingales, random fields, Riccati equation concept and cognizance of nonlinear filters, to call a couple of. In Appendix D, an test is made to supply a few of the references that the authors have came upon precious and to touch upon the relation of the mentioned references to the sphere ... [W]e wish that this re-creation will have the influence of hastening the day while the nonlinear clear out will benefit from the related attractiveness in functions because the linear filter out does now."

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