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

被引：22

作者：

Peszat, S. ^{[1
]}

Zabczyk, J. ^{[2
]}

机构：

[1] AGH Univ Sci & Technol, Fac Appl Math, Krakow, Poland

[2] Polish Acad Sci, Inst Math, PL-00950 Warsaw, Poland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2013年 / 123卷 / 03期

关键词：

Cadlag and cylindrical cadlag trajectories; Path properties; Ornstein-Uhlenbeck processes; Linear evolution equations; Levy noise; ORNSTEIN-UHLENBECK PROCESSES; STOCHASTIC CONVOLUTIONS; CONTINUITY;

D O I：

10.1016/j.spa.2012.10.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The existence of strong and weak cadlag versions of a solution to a linear equation in a Hilbert space H, driven by a Levy process taking values in a Hilbert space U hooked left arrow H is established. The so-called cylindrical cadlag property is investigated as well. A special emphasis is put on infinite systems of linear equations driven by independent Levy processes. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：719 / 751

页数：33

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