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Stochastic filtering has engendered a surprising number of mathematical techniques for its treatment and has played an important role in the development of new research areas, including stochastic partial differential equations, stochastic geometry, rough paths theory, and Malliavin calculus. It also spearheaded research in areas of classical mathematics, such as Lie algebras, control theory, and information theory. The aim of this paper is to give a brief historical account of the subject concentrating on the continuous-time framework.<\/jats:p>","DOI":"10.1017\/s002190020002115x","type":"journal-article","created":{"date-parts":[[2016,3,30]],"date-time":"2016-03-30T20:25:31Z","timestamp":1459369531000},"page":"13-22","source":"Crossref","is-referenced-by-count":0,"title":["The stochastic filtering problem: a brief historical account"],"prefix":"10.1017","volume":"51","author":[{"given":"Dan","family":"Crisan","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2016,3,30]]},"reference":[{"key":"S002190020002115X_ref39","first-page":"91","volume-title":"C. R. (Doklady) Adad. Sci. URSS (N.S.)","volume":"46","year":"1945"},{"key":"S002190020002115X_ref23","first-page":"19","volume":"9","year":"1972","journal-title":"Osaka J. 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