Fundamentals of Stochastic Filtering - Bain, Alan M.; Crisan, Dan; Grimmett, G.; Rozovski, B.; edited by B. RozovskiÄ¬, G. Grimmett, D. Dawson, D. Geman, I. Karatzas, F. Kelly, Y. Le Jan, B. Ã˜ksendal, G. Papanicolaou, E. Pardoux; Dawson, D. (Springer New York, 2009)