"The Kalman-Bucy filter for integrable Lévy processes with infinite ..."

David Applebaum, Stefan Blackwood (2015)

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DOI: 10.1017/S0021900200113348

access: closed

type: Journal Article

metadata version: 2020-04-16

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David Applebaum, Stefan Blackwood:
The Kalman-Bucy filter for integrable Lévy processes with infinite second moment. J. Appl. Probab. 52(3): 636-648 (2015)

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