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@article{TM_1968_104_a3, author = {R. Sh. Liptser and A. N. Shiryaev}, title = {Nonlinear filtration of diffusion {Markov} processes}, journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova}, pages = {135--180}, publisher = {mathdoc}, volume = {104}, year = {1968}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/TM_1968_104_a3/} }
R. Sh. Liptser; A. N. Shiryaev. Nonlinear filtration of diffusion Markov processes. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Исследования по математической статистике, Tome 104 (1968), pp. 135-180. http://geodesic.mathdoc.fr/item/TM_1968_104_a3/