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I'm wondering if anyone is able to point me in a direction regarding an aspect of stochastic differential equations. I have a situation in which I need to propagate a stochastic DE through time using measurement updates -however, the exact time at which each measurement arrives is uncertain(with some distribution, assumed known). Would anyone have a pointer on where to look for information on this?

Thanks.

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# A Stochastic differential equations with time uncertainty...

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