Time irregularity of generalized Ornstein--Uhlenbeck processes

Autor:	Brzezniak, Z., Goldys, B., Imkeller, P., Peszat, S., Priola, E., Zabczyk, J.
Rok vydání:	2009
Předmět:	Mathematics - Probability Mathematics - Analysis of PDEs 60H15 60J75 47D07 35R60
Druh dokumentu:	Working Paper
Popis:	The paper is concerned with the properties of solutions to linear evolution equation perturbed by cylindrical L\'evy processes. It turns out that solutions, under rather weak requirements, do not have c\`adl\`ag modification. Some natural open questions are also stated.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0911.2418 Zobrazit plný text záznamu View this record from Arxiv