Journal of the Franklin Institute · 2015 · 36 citations · 24 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesControl TheoryKalman FilteringLévy ProcessesState EstimationState-space ModelsStochastic Differential EquationsFractional Brownian MotionFractional Differential EquationsFractional Lévy ProcessesLévy MeasureLévy-driven Stochastic Differential Equations
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