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