TY  - JOUR

T1  - The Kalman-Bucy filter for integrable Lévy 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 University Press (CUP)

VL  - 52

IS  - 3

SP  - 636

EP  - 648

Y2  - 2024/12/21

ER  -