Geodesic
Stochastic partial differential equations that arise in nonlinear filtering problems
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 27 (1972) no. 3 
B. L. Rozovskii. Stochastic partial differential equations that arise in nonlinear filtering problems. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 27 (1972) no. 3. http://geodesic.mathdoc.fr/item/RM_1972_27_3_a20/
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     title = {Stochastic partial differential equations that arise in nonlinear filtering problems},
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     url = {http://geodesic.mathdoc.fr/item/RM_1972_27_3_a20/}
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[1] R. Sh. Liptser, A. N. Shiryaev, “Nelineinaya filtratsiya diffuzionnykh protsessov”, Trudy MIAN, 104, 1968, 135–180 | Zbl

[2] A. V. Skorokhod, Issledovaniya po teorii sluchainykh protsessov, Izd-vo KGU, 1961

[3] B. Grigelionis, “Ob odnom kriterii markovosti dlya sluchainykh protsessov”, Lit. matem. sb., 2 (1970), 253–258 | MR