The Kalman-Bucy filter for integrable Lévy processes with infinite second moment (Q3449922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Kalman-Bucy filter for integrable Lévy processes with infinite second moment |
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The Kalman-Bucy filter for integrable Lévy processes with infinite second moment (English)
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30 October 2015
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Kalman-Bucy filter
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Lévy processes
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Riccati equation
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