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تابع کرنل
where f : R → R, called kernel function, is measurable, and the driving process L = {L(t)}t∈R is a Lévy process.
The sample path behavior of Y depends on the driving Lévy process and on the kernel function.
We also consider in this chapter only the short memory case, where the kernel function (which is also sometimes called memory function) decreases suf- ficiently fast; see Remark 1.1.8 (b).
Moreover, large values are carried on in time by the kernel function causing long high level excursions of the process Y .
For the kernel function we require the following condition.
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