A Note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise

被引：20

作者：

Liu, Yong ^{[1
,2
]}

Zhai, Jianliang ^{[1
]}

机构：

[1] Peking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China

[2] Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R China

来源：

COMPTES RENDUS MATHEMATIQUE | 2012年 / 350卷 / 1-2期

关键词：

D O I：

10.1016/j.crma.2011.11.017

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A necessary and sufficient condition of cadlag modification of Ornstein-Uhlenbeck process with cylindrical stable noise in a Hilbert space is given in this Note. Applying this result. some questions in Time irregularity of generalized Ornstein-Uhlenbeck processes [C. R. Acad. Sci. Paris, Ser. I 348 (2010) 273-276] and Structural properties of semilinear SPDEs driven by cylindrical stable process [Probab. Theory Related Fields 149 (2011) 97-137] are answered. (C) 2011 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

引用

页码：97 / 100

页数：4

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