David Applebaum, Stefan Blackwood
Published 2013-06-21, updated 2014-04-08Version 5
We extend the Kalman-Bucy filter to the case where both the system and observation processes are driven by finite dimensional L\'{e}vy processes, but whereas the process driving the system dynamics is square-integrable, that driving the observations is not; however it remains integrable. The key technique used is approximation by processes having bounded jumps.
On application of slowly varying functions with remainder in the theory of Markov branching processes with mean one and infinite variance
A note on loglog distances in a power law random intersection graph
On the chemical distance in critical percolation II
![QR code for arXiv:1306.5103 [math.PR]](http://oss.arxitics.com/images/favicon.svg)