Markov Property and Ergodicity of the Nonlinear Filter. - Abhay G. Bhatt; Amarjit Budhiraja; Rajeeva L. Karandikar (SIAM J. Control. Optim., 2000)

Some properties of the nonlinear filter: Markovity and ergodicity. - Abhay G. Bhatt; Amarjit Budhiraja; Rajeeva L. Karandikar (CDC, 2001)