2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/117075We discuss a non-linear stochastic master equation that governs the time-evolution of the estimated quantum state. Its differential evolution corresponds to the infinitesimal updates that depend on the time-continuous measurement of the true quantum state. The new stochastic master equation couples to the two standard stochastic differential equations of time-continuous quantum measurement. For the first time, we can prove that the calculated estimate almost always converges to the true state, also at low-efficiency measurements. We show that our single-state theory can be adapted to weak continuous ensemble measurements as well.5 pages, RevTeX4. In version v2 some minor revisions and clarifications have been incorporated. Moreover, a new reference has been included. Accepted for publication in Journal of Physics A: Mathematical and GeneralQuantum PhysicsCoupled Ito equations of continuous quantum state measurement, and estimationtext