On the Differential Equations Satisfied by Conditional Probability Densities of Markov Processes, with ApplicationsReceived by the editors January 24, 1964. This research was supported by the United States Air Force, under Contracts No. AF 33(657)8559, and No. AF 49(638)1206. | part of Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking | Wiley-IEEE Press books | IEEE Xplore