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Short Communications
Representation of a class of semimartingales as stable integrals. Part 2
P. Zanzotto University of Udine
Abstract:
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.
Received: 17.05.2000
Citation:
P. Zanzotto, “Representation of a class of semimartingales as stable integrals. Part 2”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 198–204; Theory Probab. Appl., 48:1 (2004), 181–188
Linking options:
https://www.mathnet.ru/eng/tvp312https://doi.org/10.4213/tvp312 https://www.mathnet.ru/eng/tvp/v48/i1/p198
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Abstract page: | 272 | Full-text PDF : | 181 | References: | 56 |
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