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References
C. Dellacherie, Capacites et Processus Stochastiques, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 67 (1972).
M. Fujisaki, G. Kallianpur and H. Kunita, Stochastic differential equations for the nonlinear filtering problem, Osaka Journal of Mathematics, 9, (1972).
P.A. Meyer, Sur un problème de filtration, Séminaire de Probabilitès VII, Lecture Notes in Mathematics, Springer-Verlag (1973).
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Kallianpur, G. (1975). A general stochastic equation for the non-linear filtering problem. In: Marchuk, G.I. (eds) Optimization Techniques IFIP Technical Conference Novosibirsk, July 1–7, 1974. Optimization Techniques 1974. Lecture Notes in Computer Science, vol 27. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-07165-2_27
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DOI: https://doi.org/10.1007/3-540-07165-2_27
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