@inproceedings{stephen2008real,
title={Real time solution of Duncan-Mortensen-Zakai equation without memory},
author={Stephen S-T Yau, and Shing-Tung Yau},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191224205212536594283},
pages={5086-5091},
year={2008},
}

Stephen S-T Yau, and Shing-Tung Yau. Real time solution of Duncan-Mortensen-Zakai equation without memory. 2008. pp.5086-5091. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191224205212536594283.