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

DOI10.1137/S0040585X980166MaRDI QIDQ4830846zbMATH OpenFDO

Authors Pio Andrea Zanzotto

Publication date 16 December 2004

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

Full work available at URL https://doi.org/10.1137/S0040585X980166

zbMATH Keywords

\(\alpha\)-stable Lévy processcompensatorjump-measuresemimartingalesstochastic integral

Mathematics Subject Classification ID

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

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