 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  .
<meaning-changed>  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  .
 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 , and on an additional parameter controlling the intensity of the "small" jumps (regardless of their signs) .