@article{article, title  = {{The Kalman-Bucy filter for integrable Lévy processes with infinite second moment}},

 publisher = {{Cambridge University Press (CUP)}},

 url = {{http://eprints.whiterose.ac.uk/92081/ }},

 year = {{2015}},

 month = {{9}},

 author = {{Applebaum D and Blackwood S}},

 doi = {{10.1239/jap/1445543837}},

 volume = {{52}},

 journal = {{Journal of Applied Probability}},

 issue = {{3}},

 pages = {{636-648}},

 note = {{Accessed on 2024/12/22}}}