Stochastic Volterra convolution with Lévy process

2004/11/29 by Anna Karczewska
Mathematics · #math.PR #math.DS #msc:60H20

paper · pdf

published as International Journal of Pure and Applied Mathematics, Vol. 18. No. 1 (2005) pp. 109-120. · 11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected

arxiv created 2004/11/29 · arxiv updated 2009/12/01

Abstract

In the paper we study stochastic convolution appearing in Volterra equation driven by so called Lévy process. By Lévy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.

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