Time regularity of solutions to linear equations with Lévy noise in infinite dimensions

S. Peszat and J. Zabczyk

Stochastic Processes and their Applications, 2013, vol. 123, issue 3, 719-751

Abstract: The existence of strong and weak càdlàg versions of a solution to a linear equation in a Hilbert space H, driven by a Lévy process taking values in a Hilbert space U↩H is established. The so-called cylindrical càdlàg property is investigated as well. A special emphasis is put on infinite systems of linear equations driven by independent Lévy processes.

Keywords: Càdlàg and cylindrical càdlàg trajectories; Path properties; Ornstein–Uhlenbeck processes; Linear evolution equations; Lévy noise (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spa.2012.10.012

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