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Time irregularity of generalized Ornstein–Uhlenbeck processes

TitleTime irregularity of generalized Ornstein–Uhlenbeck processes
Publication TypeJournal Article
Year of Publication2010
AuthorsBrzezniak Z, Goldys B, Imkeller P, Peszat S, Priola E, Zabczyk J
JournalComptes Rendus Mathematique
Volume348
Issue5-6
Pagination273-276
Date Published03/2010
AbstractThis Note is concerned with the properties of solutions to a linear evolution equation perturbed by a cylindrical Lévy process. It turns out that solutions, under rather weak requirements, do not have a càdlàg modification. Some natural open questions are also stated.
URLhttp://dx.doi.org/10.1016/j.crma.2010.01.022
DOI10.1016/j.crma.2010.01.022

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