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MR1692452 (2000a:60107) 60H05 (60G48 60G51)
Zanzotto, P. A. Representation of a class of semimartingales as stable integrals. Teor. Veroyatnost. i Primenen. 43 (1998), no. 4, 808--818; translation in Theory Probab. Appl. 43 (1999), no. 4, 666–676
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