@article{TVP_2003_48_1_a14,
author = {P. Zanzotto},
title = {Representation of a class of semimartingales as stable integrals. {Part~2}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {198--204},
year = {2003},
volume = {48},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a14/}
}
P. Zanzotto. Representation of a class of semimartingales as stable integrals. Part 2. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 1, pp. 198-204. http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a14/
[1] Grigelionis B., “O martingalnoi kharakterizatsii sluchainykh protsessov s nezavisimymi prirascheniyami”, Litov. matem. sb., 17:1 (1977), 53–60 | MR
[2] Vatanabe S., Ikeda N., Stokhasticheskie differentsialnye uravneniya i diffuzionnye protsessy, Nauka, M., 1986, 445 pp. | MR
[3] Jacod J., Calcul Stochastique et Problèmes de Martingales, Lecture Notes in Math., 714, Springer-Verlag, Berlin, 1979, 539 pp. | MR | Zbl
[4] Jacod J., Mémin J., “Caractéristiques locales et conditions de continuité absolue pour les semimartingales”, Z. Wahrscheinlichkeitstheor. verw. Geb., 35 (1976), 1–37 | DOI | MR | Zbl
[5] Zhakod Zh., Shiryaev A. N., Predelnye teoremy dlya sluchainykh protsessov, v. 1, 2, Fizmatlit, M., 1994, 544 pp. ; 368 с. | MR
[6] Kabanov Yu. M., Liptser R. Sh., Shiryaev A. N., “O predstavlenii tselochislennykh sluchainykh mer i lokalnykh martingalov s pomoschyu sluchainykh mer s determinirovannymi kompensatorami”, Matem. sb., 111:2 (1980), 293–307 | MR | Zbl
[7] Zanzotto P. A., “Representation of a class of semimartingales as stable integrals”, Teoriya veroyatn. i ee primen., 43:4 (1998), 808–818 | MR | Zbl
[8] Zanzotto P. A., “On stochastic differential equations driven by Cauchy process and the other stable Lévy motions”, Ann. Probab., 30:2 (2002), 802–825 | DOI | MR | Zbl