@article{TVP_1975_20_2_a4, author = {R. Sh. Liptser}, title = {Gaussian martingales and a~generalization of the {Kalman{\textendash}Bucy} filter}, journal = {Teori\^a vero\^atnostej i ee primeneni\^a}, pages = {292--308}, year = {1975}, volume = {20}, number = {2}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a4/} }