Time irregularity of generalized Ornstein-Uhlenbeck processes

被引：26

作者：

Brzezniak, Zdzislaw ^{[1
]}

Goldys, Ben ^{[2
]}

Imkeller, Peter ^{[3
]}

Peszat, Szymon ^{[4
]}

Priola, Enrico ^{[5
]}

Zabczyk, Jerzy ^{[6
]}

机构：

[1] Univ York, Dept Math, York YO10 5DD, N Yorkshire, England

[2] Univ New S Wales, Sch Math, Sydney, NSW 2052, Australia

[3] Humboldt Univ, Inst Math, D-10099 Berlin, Germany

[4] Polish Acad Sci, Inst Math, PL-31027 Krakow, Poland

[5] Univ Turin, Dipartimento Matemat, I-10123 Turin, Italy

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

来源：

COMPTES RENDUS MATHEMATIQUE | 2010年 / 348卷 / 5-6期

关键词：

D O I：

10.1016/j.crma.2010.01.022

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This Note is concerned with the properties of solutions to a linear evolution equation perturbed by a cylindrical Levy process. It turns out that solutions, under rather weak requirements, do not have a cadlag modification. Some natural open questions are also stated. (C) 2010 Published by Elsevier Masson SAS on behalf of Academie des sciences.

引用

页码：273 / 276

页数：4

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