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MR1813509
(2001k:93131)
93E11
(60G18 60G20 60G35)
Kleptsyna, M. L.; Le Breton, A.; Roubaud, M.-C. General approach to filtering with fractional Brownian noises---application to linear systems. Stochastics Stochastics Rep. 71 (2000), no. 1-2, 119--140. |
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