most citedLévy processes and stochastic integrals in the sense of generalized convolutions

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math.PR2013★ 22 cited

Lévy processes and stochastic integrals in the sense of generalized convolutions

M. Borowiecka-Olszewska, B. H. Jasiulis-Gołdyn, J. K. Misiewicz +1

In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely d…