IJPAM: Volume 18, No. 1 (2005)
STOCHASTIC VOLTERRA CONVOLUTION
WITH LÉVY PROCESS
WITH LÉVY PROCESS
Anna Karczewska
Department of Mathematics
University of Zielona Góra
Ul. Szafrana 4a, 65-246 Zielona Góra, POLAND
e-mail: A.Karczewska@im.uz.zgora.pl
Department of Mathematics
University of Zielona Góra
Ul. Szafrana 4a, 65-246 Zielona Góra, POLAND
e-mail: A.Karczewska@im.uz.zgora.pl
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.
Received: December 2, 2004
AMS Subject Classification: 60G51, 60H05
Key Words and Phrases: stochastic Volterra equation, Lévy process, stochastic convolution
Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2005
Volume: 18
Issue: 1
