Title of article :
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
Author/Authors :
Peszat، نويسنده , , S. and Zabczyk، نويسنده , , J.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
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
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications