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A. Le Breton
Information about the author A. Le Breton will soon be added to the site.
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2 papers
in total
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New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
2002
Various methods to derive new formulas for the Laplace transforms of some quadratic...
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
2001
The optimal filtering problem for multidimensional continuous possibly non-Markovian,...
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