Representation of a Class of Semimartingales as Stable Integrals (Q4954397)
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scientific article; zbMATH DE number 1456254
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| English | Representation of a Class of Semimartingales as Stable Integrals |
scientific article; zbMATH DE number 1456254 |
Statements
Representation of a Class of Semimartingales as Stable Integrals (English)
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6 June 2000
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semimartingale
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stochastic integral
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\(\alpha\)-stable Lévy motion
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point measure
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0.9206551909446716
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0.7943922877311707
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