Cite
MLA Citation
M. L. Kleptsyna and A. Le Breton. “Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals.” Journal of applied mathematics and stochastic analysis, vol. 14, 2001, pp. 215–226. http://access.bl.uk/ark:/81055/vdc_100122211347.0x000036