Stochastic Volterra convolution with Lévy process
Abstract
Description
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.
11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected
11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected