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"Linear Filtering with Fractional Noises: Large Time and Small Noise ..."
Danielle Afterman et al. (2022)
- Danielle Afterman, Pavel Chigansky, Marina L. Kleptsyna, Dmytro A. Marushkevych:
Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics. SIAM J. Control. Optim. 60(3): 1463-1487 (2022)
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