Representation of a Class of Semimartingales as Stable Integrals. Part 2 (Q4830846)
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scientific article; zbMATH DE number 2123295
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| English | Representation of a Class of Semimartingales as Stable Integrals. Part 2 |
scientific article; zbMATH DE number 2123295 |
Statements
Representation of a Class of Semimartingales as Stable Integrals. Part 2 (English)
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16 December 2004
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semimartingales
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jump-measure
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compensator
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stochastic integral
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\(\alpha\)-stable Lévy process
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0.9209880828857422
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0.9206551909446716
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