Set-valued stochastic integrals for convoluted Lévy processes

DOI10.1016/j.jmaa.2024.129076MaRDI QIDQ6671628

Weixuan Xia

Publication date: 27 January 2025

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

singular kernelsset-valued stochastic processesVolterra-type integralsinfinite-variation jumps

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Set functions, measures and integrals with values in abstract spaces (28Bxx)

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