Time Irregularity of generalized Ornstein-Uhlenbeck Processes
Please always quote using this URN:urn:nbn:de:0296-matheon-9850
- The paper is concerned with the properties of solutions to linear evolution equation perturbed by cylindrical Levy processes. It turns out that solutions, under rather weak requirements, do not have cadlag modification. Some natural open questions are also stated.
Author: | Peter Imkeller, Zdzislaw Brzezniak, Ben Goldys, Szymon Peszat, Enrico Priola, Jerzy Zabczyk |
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URN: | urn:nbn:de:0296-matheon-9850 |
Referee: | Dirk Becherer |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2012/01/27 |
Release Date: | 2012/01/27 |
Institute: | Humboldt-Universität zu Berlin |
MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H15 Stochastic partial differential equations [See also 35R60] |
Preprint Number: | 886 |