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

Language: English

DOI: 10.4213/tvp312

 English version: Theory of Probability and its Applications, 2004, 48:1, 181–188

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