Abstract
We study an asymptotically 4-stable process. The main result is an Itô type formula.
Citation
Krzysztof Burdzy. Andrzej M{\polhk{a}}drecki. "Itô formula for an asymptotically $4$-stable process." Ann. Appl. Probab. 6 (1) 200 - 217, February 1996. https://doi.org/10.1214/aoap/1034968071
Information
Published: February 1996
First available in Project Euclid: 18 October 2002
zbMATH: 0856.60042
MathSciNet: MR1389837
Digital Object Identifier: 10.1214/aoap/1034968071
Subjects:
Primary:
60G18
,
60H05
Keywords:
4-stable process
,
Itô formula
,
Stable process
Rights: Copyright © 1996 Institute of Mathematical Statistics
