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arxiv: math/0411148 · v2 · submitted 2004-11-07 · 🧮 math.PR · math.DS

Stochastic Volterra convolution with L\'evy process

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keywords processconvolutionstochasticvolterraappearingcadlagcalledcontinuous
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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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