Geodesic
Representation of~a~class of~semimartingales as~stable integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 808-818

Voir la notice de l'article provenant de la source Math-Net.Ru

We characterize the class of semimartingales which can be represented as a stochastic integral with respect to $\alpha$-stable Levy motion. Conditions are formulated in terms of the characteristics of the semimartingales.
Keywords: semimartingales without continuous martingale part, jump-measure, compensator, strictly $\alpha$-stable Levy processes, stable integrals, representation formulas. 
@article{TVP_1998_43_4_a14,
     author = {P. A. Zanzotto},
     title = {Representation of~a~class of~semimartingales as~stable integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {808--818},
     publisher = {mathdoc},
     volume = {43},
     number = {4},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a14/}
}
TY  - JOUR
AU  - P. A. Zanzotto
TI  - Representation of~a~class of~semimartingales as~stable integrals
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1998
SP  - 808
EP  - 818
VL  - 43
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a14/
LA  - en
ID  - TVP_1998_43_4_a14
ER  - 
%0 Journal Article
%A P. A. Zanzotto
%T Representation of~a~class of~semimartingales as~stable integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1998
%P 808-818
%V 43
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a14/
%G en
%F TVP_1998_43_4_a14
P. A. Zanzotto. Representation of~a~class of~semimartingales as~stable integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 808-818. http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a14/