Representation of a Class of Semimartingales as Stable Integrals. Part 2

DOI10.1137/S0040585X980166zbMath1058.60032MaRDI QIDQ4830846

Pio Andrea Zanzotto

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

semimartingales\(\alpha\)-stable Lévy processstochastic integralcompensatorjump-measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Stochastic integrals (60H05)

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