Dynamical equations for optimal nonlinear filtering

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scientific article; zbMATH DE number 3176450 (Why is no real title available?)
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Conditional Markov Processes
Continuous Markov processes and stochastic equations
On the Convergence of Ordinary Integrals to Stochastic Integrals
On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

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