%0 Journal Article %A R. Sh. Liptser %T Gaussian martingales and a generalization of the Kalman–Bucy filter %J Teoriâ veroâtnostej i ee primeneniâ %D 1975 %P 292-308 %V 20 %N 2 %U http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a4/ %G ru %F TVP_1975_20_2_a4