Nonlinear filtering for Markov diffusion systems with delayed observations. - Antonella Calzolari; Patrick Florchinger; Giovanna Nappo (CDC, 2003)

Approximation of Nonlinear Filters for Markov Systems with Delayed Observations. - Antonella Calzolari; Patrick Florchinger; Giovanna Nappo (SIAM J. Control. Optim., 2006)

Convergence in Nonlinear Filtering for Stochastic Delay Systems. - Antonella Calzolari; Patrick Florchinger; Giovanna Nappo (SIAM J. Control. Optim., 2007)

Nonlinear Filtering for Markov Systems with Delayed Observations. - Antonella Calzolari; Patrick Florchinger; Giovanna Nappo (Int. J. Appl. Math. Comput. Sci., 2009)

Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme. - Antonella Calzolari; Patrick Florchinger; Giovanna Nappo (Comput. Math. Appl., 2011)