 In the presence of an additional Brownian component, the second-order term, in time-t, is of the form d_{2} t^{(3-Y)/2}, with the coefficient d_{2} depending only on the overall jump intensity of the process and the tail-heaviness parameter Y. This extends the already%DIFDELCMD < } %%% known result that the leading term is \sigma t^{1/2/2\pi, where }%DIFDELCMD < \sigmais %%%  the volatility of the continuous component  .
<coherence>  In the presence of an additional Brownian component, the second-order term, in time-t, is of the form d_{2} t^{(3-Y)/2}, with the coefficient d_{2} depending only on the overall jump intensity of the process and the tail-heaviness parameter Y. This extends the already%DIFDELCMD < } %%% known result that the leading term is \sigma t^{1/2/2\pi, where }%DIFDELCMD < \sigmais %%%  the volatility of the continuous component  .
 In the presence of an additional Brownian component, the second-order term, in time-t, is of the form d_{2} t^{(3-Y)/2}, with the coefficient d_{2} depending only on already%DIFDELCMD < } %%% known result that the leading term is \sigma t^{1/2/2\pi, where }%DIFDELCMD < \sigmais %%% the volatility of the continuous component .