The theory of causal independence is frequently used to facilitate the assessment of the probabilistic parameters of discrete probability distributions of complex Bayesian networks. Although it is possible to include continuous parameters in Bayesian networks as well, such parameters could not, so far, be modelled by means of causal independence theory, as a theory of continuous causal independence was not available. In this paper, such a theory is developed and generalised such that it allows merging continuous with discrete parameters based on the characteristics of the problem at hand. This new theory is based on the discovered relationship between the theory of causal independence and convolution in probability theory, discussed for the first time in this paper. It is also illustrated how this new theory can be used in connection with special probability distributions.