Representation of a class of semimartingales as stable integrals. Part~2
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 1, pp. 198-204

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

A result is given that completes those in a preceding paper of the author [Theory Probab. Appl., 43 (1998), pp. 666–676].
Keywords: semimartingales without continuous martingale part, jump-measure, compensator, strictly $\alpha$-stable Lévy processes, stable integrals, representation formulas.
@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},
     publisher = {mathdoc},
     volume = {48},
     number = {1},
     year = {2003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a14/}
}
TY  - JOUR
AU  - P. Zanzotto
TI  - Representation of a class of semimartingales as stable integrals. Part~2
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2003
SP  - 198
EP  - 204
VL  - 48
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a14/
LA  - en
ID  - TVP_2003_48_1_a14
ER  - 
%0 Journal Article
%A P. Zanzotto
%T Representation of a class of semimartingales as stable integrals. Part~2
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2003
%P 198-204
%V 48
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a14/
%G en
%F 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/