@article{Liptser1996, title = {Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation}, author = {R. Sh. Liptser and Y. Steinberg and B. Z. Bobrovsky and Z. Schuss}, day = {29}, journal = {Stochastic Processes and their Applications}, month = {Nov}, number = {2}, pages = {237--255}, url = {http://www.sciencedirect.com/science/article/B6V1B-3VTK2D1-J/1/c601f42a19ea9b71efbdeae408cb061f}, volume = {64}, year = {1996}, biburl = {http://www.bibsonomy.org/bibtex/24702b039c8b16b6cea1dd56f275c5fe6/smicha}, description = {Stochastic Processes and their Applications}, keywords = {Filtering } }