2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/73134In 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 correctedProbabilityDynamical Systems60H20text