Time irregularity of generalized Ornstein-Uhlenbeck processes

Zdzislaw Brzezniak; Ben Goldys; Peter Imkeller; Szymon Peszat; Enrico Priola; Jerzy Zabczyk

doi:10.1016/j.crma.2010.01.022

Time irregularity of generalized Ornstein-Uhlenbeck processes

Zdzislaw Brzezniak, Ben Goldys, Peter Imkeller, Szymon Peszat, Enrico Priola, Jerzy Zabczyk

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	273-276
Number of pages	4
Journal	Comptes rendus mathematique
Volume	348
Issue number	5-6
DOIs	https://doi.org/10.1016/j.crma.2010.01.022
Publication status	Published - Mar 2010

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title = "Time irregularity of generalized Ornstein-Uhlenbeck processes",

abstract = "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.",

author = "Zdzislaw Brzezniak and Ben Goldys and Peter Imkeller and Szymon Peszat and Enrico Priola and Jerzy Zabczyk",

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AU - Brzezniak, Zdzislaw

AU - Goldys, Ben

AU - Imkeller, Peter

AU - Peszat, Szymon

AU - Priola, Enrico

AU - Zabczyk, Jerzy

PY - 2010/3

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AB - 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.

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DO - 10.1016/j.crma.2010.01.022

M3 - Article

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EP - 276

JO - Comptes rendus mathematique

JF - Comptes rendus mathematique

SN - 1631-073X

IS - 5-6

ER -

Time irregularity of generalized Ornstein-Uhlenbeck processes

Abstract

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