Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals.
Kleptsyna, M.L. ; le Breton, A.
Journal of Applied Mathematics and Stochastic Analysis, Tome 14 (2001), p. 215-226 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
DOI : https://doi.org/10.1155/S104895330100017X
EUDML-ID : urn:eudml:doc:49267 
@article{01688783,
     title = {Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {14},
     year = {2001},
     pages = {215-226},
     doi = {10.1155/S104895330100017X},
     zbl = {0988.60023},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01688783}
}

Kleptsyna, M.L.; le Breton, A. Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals.. Journal of Applied Mathematics and Stochastic Analysis, Tome 14 (2001) pp. 215-226. doi : 10.1155/S104895330100017X. http://gdmltest.u-ga.fr/item/01688783/