Stochastic Volterra convolution with L\'evy process
Probability
2007-05-23 v2 Dynamical Systems
Abstract
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.
Keywords
Cite
@article{arxiv.math/0411148,
title = {Stochastic Volterra convolution with L\'evy process},
author = {Anna Karczewska},
journal= {arXiv preprint arXiv:math/0411148},
year = {2007}
}
Comments
11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected