Geodesic
On filtration and prediction of components of diffusion Markov processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 764-765 
R. Sh. Liptser. On filtration and prediction of components of diffusion Markov processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 764-765. http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a17/
@article{TVP_1967_12_4_a17,
     author = {R. Sh. Liptser},
     title = {On filtration and prediction of components of diffusion {Markov} processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {764--765},
     year = {1967},
     volume = {12},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a17/}
}
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IS  - 4
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%F TVP_1967_12_4_a17

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In this paper we give differential equations (2), (3), (4) for conditional expectations which define optimal mean square estimations of filtration and prediction.