TY - JOUR
T1 - The Kalman-Bucy filter for integrable L茅vy processes with infinite second moment
JO - Journal of Applied Probability
UR - http://eprints.whiterose.ac.uk/92081/
PY - 2015/09/01
AU - Applebaum D
AU - Blackwood S
ED -
DO - DOI: 10.1239/jap/1445543837
PB - Cambridge 小欧视频 Press (CUP)
VL - 52
IS - 3
SP - 636
EP - 648
Y2 - 2025/04/10
ER -