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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 4, Pages 808–818
DOI: https://doi.org/10.4213/tvp2171 (Mi tvp2171) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

Representation of a class of semimartingales as stable integrals

P. A. Zanzotto

Dipartimento di Matematica, Università di Pisa, Italy
Full-text PDF (1406 kB) Citations (5)
DOI: https://doi.org/10.4213/tvp2171
Abstract: 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.
Received: 12.01.1998
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 4, Pages 666–676
DOI: https://doi.org/10.1137/S0040585X97977252
Bibliographic databases:
Document Type: Article
Language: English
Citation: P. A. Zanzotto, “Representation of a class of semimartingales as stable integrals”, Teor. Veroyatnost. i Primenen., 43:4 (1998), 808–818; Theory Probab. Appl., 43:4 (1999), 666–676
Citation in format AMSBIB
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\by P.~A.~Zanzotto
\paper Representation of~a~class of~semimartingales as~stable integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 4
\pages 808--818
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\crossref{https://doi.org/10.4213/tvp2171}
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\zmath{https://zbmath.org/?q=an:0956.60055}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 4
\pages 666--676
\crossref{https://doi.org/10.1137/S0040585X97977252}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000085137600014}
Linking options:
  • https://www.mathnet.ru/eng/tvp2171
  • https://doi.org/10.4213/tvp2171
  • https://www.mathnet.ru/eng/tvp/v43/i4/p808
    Cycle of papers
    This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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