References
- Kushner , H. J. 1970 . Dynamical equations for non-linear filtering . Journal of Differential Equations , : 179 – 190 .
- Fujisaki , M. , Kallianpur , G. and Kunita , H. 1972 . Stochastic differential equations for the nonlinear filtering problem . Osaka, J. Math , : 19 – 40 .
- Kushner , H. J. 1977 . Probability Methods for Approximations in Stochastic Control and for Elliptic Equations , New York : Academic Press .
- Kushner , H. J. and DiMasi , D. 1978 . Approximations for functional and optimal control problems on jump diffusion processes . J. Math. Anal and Applic , 63 : 772 – 800 .
- Clark , J. M. C. 1978 . “ The design of robust approximations to the stochastic differential equations of non-linear filtering ” . In Comm. Systems and Random Process Theory , NATO Advanced Study Institute Series Edited by: Skwirzynski , J. K. Sijthoff and Noordhoff, Alphen aan den Rijn .
- Wonham , W. M. 1965 . Some applications of stochastic differential equations to optimal nonlinear filtering . SI AM J. on Control , 2 : 347 – 369 .
- Lipster , R.S. and Shiryayev , A. N. 1977 . Statistics of Random Processes , Berlin : Springer . translation of the 1974 Russian original