I'm trying to find the convolution between a discrete, stochastic signal (for which I have data at each t) and an exponential decay function (which is continuous in t). Now I know that one can convolve two discrete signals, or two continuous signals, or a continuous signal and a delta impulse train. But can someone please advice on how I can convolve a continuous function with a discrete signal?
Fairly stuck on this; so any help would be very much appreciated.