@article {
	title = {Accurate Evaluation of Stochastic Wiener Integrals with Applications to Scattering and Nonlinear Filtering Problems},
	author = {Blankenship,  Gilmer L., Baras, John S.},
	year = {1981},
	month = {01/1981},
	abstract = {In 1973 A. J. Chorin [Math. Comp., 27 (1973), pp. 1-15] reported quadrature formulas for the approximation~of a class of Wiener path integrals by n-fold ordinary integrals with an error O(n-2). Similar formulas are presented here for certain stochastic Wiener function space integrals in which n-fold integral approximations result in error O(n^-2) or O(n^-3/2). Stochastic Wiener integrals arise in the physics of wave propagation in random media and in signal estimation problems in communication theory. The present formulas provide simple, accurate computational tools for these applications, among others. This point is illustrated by several examples in the paper.},
	pages = {pp. 518-552},
	volume = {Vol.  41},
	number = {3},
	journal = {SIAM Journal on Applied Mathematics}
}
@conference {
	title = {Nonlinear Filtering of Diffusion Processes},
	author = {Baras, John S., Blankenship,  Gilmer L., S. K. Mitter},
	year = {1981},
	month = {07/1981},
	abstract = {Representations of conditional statistics (densities) are~described for the problem of nonlinear estimation of diffusion processes. Existence and uniqueness properties and algebraic structure of the Duncan-Mortensen-Zakai evolution equation are considered together with some approximation techniques.},
	address = {Kyoto, Japan},
	booktitle = {8th IFAC World Conference},
	pages = {pp. 57-62}
}
