Stochastic Volterra convolution with L\'evy process
概率论
2007-05-23 v2 动力系统
摘要
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.
引用
@article{arxiv.math/0411148,
title = {Stochastic Volterra convolution with L\'evy process},
author = {Anna Karczewska},
journal= {arXiv preprint arXiv:math/0411148},
year = {2007}
}
备注
11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected