Stochastic Volterra convolution with Lévy process

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dc.creatorKarczewska, Anna
dc.date2004-11-07
dc.date2004-11-29
dc.date.accessioned2026-07-07T05:14:03Z
dc.date.available2026-07-07T05:14:03Z
dc.descriptionIn 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.
dc.description11 pages, submitted to Int. J. of Pure and Appl. Math. Some misprints corrected
dc.identifierhttps://arxiv.org/abs/math/0411148
dc.identifierhttp://arxiv.org/abs/math/0411148
dc.identifierInternational Journal of Pure and Applied Mathematics, Vol. 18. No. 1 (2005) pp. 109-120.
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73134
dc.subjectProbability
dc.subjectDynamical Systems
dc.subject60H20
dc.titleStochastic Volterra convolution with Lévy process
dc.typetext

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