1. G. DaPrato and J. Zabczyk. Stochastic equations in infinite dimensions. Cambridge University Press, Cambridge, Great Britain, 1992.
2. M. Fujisaki, G. Kallianpur, and H. Kunita. Stochastic differential equations for the nonlinear filtering problem. Osaka Journal of Mathematics, 9: 19–40, 1972.
3. R. K. Getoor. On the construction of kernels. In Seminaire de Probabilites-IX, pages 443–463. Lecture Notes in Mathematics, Vol. 465, Springer-Verlag, Berlin, 1975.
4. B. L. Rozovskii. Lecture Notes on Linear Stochastic Partial Differential Equations. The University of North Carolina at Charlotte, Charlotte, North Carolina, 1990.
5. B. L. Rozovskii. A simple proof of uniqueness for Kushner and Zakai equations. In E. Mayer-Wolf, E. Merzbach, and A. Schwartz, editors, Stochastic Analysis, pages 449–458. Academic Press, New York, 1991.