1. M.H.A. Davis and S.I. Marcus, An introduction to nonlinear filtering, this volume.
2. J.M.C. Clark, The design of robust approximations to the stochastic differentials equations of nonlinear filtering, in Communication Systems and Random Process Theory, ed. J.K. Skwirzynski, NATO Advanced Study Institute Series, Sijthoff and Noorshoff, Alphen aan den Rijn, 1978
3. M.H.A. Davis, On a multiplicative functional transformation arising in nonlinear filtering theory, Z. Wahrscheinlich- keitstheorie verw. Geb., (to appear)
4. M.H.A. Davis, A pathwise solution of the equations of nonlinear filtering, Teoria Veroyatnostei i ee Prim., (to appear)
5. E. Pardoux, Backward and forward stochastic partial differential equations associated with a nonlinear filtering problems, Proc. 18th IEEE Conference on Decision and Control, Ft. Lauderdale, Florida, 1979