Spathopoulos, M. P. A stochastic integral representation for functionals of diffusions on manifolds. (English) Zbl 0726.60059 Realization and modelling in system theory, Proc. Int. Symp., Math. Theory Networks Syst., MTNS, Vol. I, Amsterdam/Neth. 1989, Prog. Syst. Control Theory 3, 521-527 (1990). MSC: 60H10 58J65 60H05 PDFBibTeX XML
Davis, M. H. A.; Spathopoulos, M. P. Pathwise nonlinear filtering for nondegenerate diffusions with noise correlation. (English) Zbl 1300.60056 SIAM J. Control Optim. 25, No. 2, 260-278 (1987). MSC: 60G35 93E11 58J65 PDFBibTeX XMLCite \textit{M. H. A. Davis} and \textit{M. P. Spathopoulos}, SIAM J. Control Optim. 25, 260--278 (1987; Zbl 1300.60056) Full Text: DOI