Time irregularity of generalized Ornstein-Uhlenbeck processes

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JournalComptes rendus mathematique
DatePublished - Mar 2010
Issue number5-6
Volume348
Number of pages4
Pages (from-to)273-276
Original languageEnglish

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.

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