Stochastic Volterra convolution with Lévy process

Details Stochastic Volterra convolution with Lévy process Stochastic Volterra convolution with Lévy process

2004-11-07

arxiv.org/abs/math/0411148v2

International Journal of Pure and Applied Mathematics, Vol. 18. No. 1 (2005) pp. 109-120.

Mathematics

Probability

11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected

Scientific paper

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

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