This is a preview. Log in through your library . Abstract In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples ...

Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...

In this paper a limit problem for stochastic differential equations of Ito type depending on a standard Wiener process and on a random Poisson measure is investigated. It is shown that the Lipschitz ...

Rough path theory provides a rigorous framework to analyse differential equations driven by highly irregular signals, such as those encountered in stochastic differential equations (SDEs). By ...