Geodesic
Nonlinear filtration of diffusion Markov processes
Informatics and Automation, Исследования по математической статистике, Tome 104 (1968), pp. 135-180.

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     author = {R. Sh. Liptser and A. N. Shiryaev},
     title = {Nonlinear filtration of diffusion {Markov} processes},
     journal = {Informatics and Automation},
     pages = {135--180},
     publisher = {mathdoc},
     volume = {104},
     year = {1968},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TRSPY_1968_104_a3/}
}
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R. Sh. Liptser; A. N. Shiryaev. Nonlinear filtration of diffusion Markov processes. Informatics and Automation, Исследования по математической статистике, Tome 104 (1968), pp. 135-180. http://geodesic.mathdoc.fr/item/TRSPY_1968_104_a3/