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