TY  - JOUR

T1  - The Kalman-Bucy filter for integrable Lévy processes with infinite second moment

JO  - Journal of Applied Probability

PY  - 2015/09/03

AU  - Applebaum D

AU  - Blackwood S

ED  - 

DO  - DOI: 10.1017/s0021900200113348

PB  - Cambridge University Press (CUP)

VL  - 52

IS  - 03

SP  - 636

EP  - 648

Y2  - 2024/12/21

ER  -