1. A strong limit theorem for Gaussian processes;Baxter,1956
2. L2-Martingales and orthogonal decomposition;Bühlman;Z. Wahrscheinlichkeitstheorie und verw. Gebiete,1963
3. A limit theorem for a function of the increments of a decomposable process;Cogburn;Trans. Amer. Math. Soc.,1961
4. Stochastic Processes;Doob,1953
5. Duncan, T. E., On the nonlinear filtering problem. To appear.