LapshinA. L. “Filtration and Prediction of Random Solutions of a System of Linear Differential Equations With Coefficients Depending on a Finite-Valued Markov Process”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 50, no. 7, July 1998, pp. 997–1000, https://umj.imath.kiev.ua/index.php/umj/article/view/4880.