First, check if the filter ring or objective barrel near the filter thread are damaged in any visible way (bent, with dents or so). Check carefuly surface (local dents) and general shape of the ring (oval instead circle). In that case no home method will help, I'm afraid. Especially with dents. Very slight oval can be workable, I think...
If no visible damage, You may use methods like hair dryer described in PentUp post. I would first heat the whole thing, then cool only filter ring (a cold surface? some object removed from fridge?), as we want both threads (on lens and filter) to separate - the cannot shrink/expand simultanously! Note that filter thread is inside lens filter, so it must cool first or the lens barrel must expand first to reach the goal.
You may just use rubber gloves for better grip or rubber band around the stuck filter. The increased force must be applied equally around the perimeter of the filter ring, otherwise it will bent causing more trouble.
Using lubricants like WD40 is also very risky as it may contaminate the optics, but in theory it may work if only You would dose absolutely microscopic amounts with sharp wooden stick and clean up immediately after. But this is rather "last measure" at Your own risk.
In worst case You would need costly professional service, but I guess You know this. I have only once stuck filter (by itself, without being hit or so), but it gave up in the field after some trials with bare hands, fortunately.
Regards,
-J.