Itô formula for an asymptotically $4$-stable process
Burdzy, Krzysztof ; M{\polhk{a}}drecki, Andrzej
Ann. Appl. Probab., Tome 6 (1996) no. 1, p. 200-217 / Harvested from Project Euclid
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We study an asymptotically 4-stable process. The main result is an Itô type formula.
Publié le : 1996-02-14
Classification:  Stable process,  4-stable process,  Itô formula,  60G18,  60H05 
@article{1034968071,
     author = {Burdzy, Krzysztof and M{\polhk{a}}drecki, Andrzej},
     title = {It\^o formula for an asymptotically $4$-stable process},
     journal = {Ann. Appl. Probab.},
     volume = {6},
     number = {1},
     year = {1996},
     pages = { 200-217},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034968071}
}

Burdzy, Krzysztof; M{\polhk{a}}drecki, Andrzej. Itô formula for an asymptotically $4$-stable process. Ann. Appl. Probab., Tome 6 (1996) no. 1, pp.  200-217. http://gdmltest.u-ga.fr/item/1034968071/