%0 Journal Article %1 LeBreton1993 %A Breton, Alain Le %A Musiela, Marek %D 1993 %J Stochastic Processes and their Applications %K and filtering, linear optimal prediction smoothing %N 1 %P 75--94 %T A generalization of the Kalman filter to models with infinite variance %U http://www.sciencedirect.com/science/article/B6V1B-45FSNHJ-6/1/75627967952f5bfdfd823b8ade308b02 %V 47

@article{LeBreton1993, added-at = {2008-04-22T14:25:45.000+0200}, author = {Breton, Alain Le and Musiela, Marek}, biburl = {https://www.bibsonomy.org/bibtex/2cbb341646352c5a41637bef287191f32/smicha}, description = {Stochastic Processes and their Applications}, interhash = {5c5d708967144b3c3bc658411035ae08}, intrahash = {cbb341646352c5a41637bef287191f32}, journal = {Stochastic Processes and their Applications}, keywords = {and filtering, linear optimal prediction smoothing}, month = Aug, number = 1, pages = {75--94}, timestamp = {2008-04-22T14:29:11.000+0200}, title = {A generalization of the Kalman filter to models with infinite variance}, url = {http://www.sciencedirect.com/science/article/B6V1B-45FSNHJ-6/1/75627967952f5bfdfd823b8ade308b02}, volume = 47, year = 1993 }