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Stochastic Volterra convolution with Lévy process

Anna Karczewska
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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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Anna Karczewska. 2004-11-29. Stochastic Volterra convolution with Lévy process. https://arxiv.org/abs/math/0411148

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