Time regularity of solutions to linear equations with Lévy noise in infinite dimensions

The existence of strong and weak càdlàg versions of a solution to a linear equation in a Hilbert space H, driven by a Lévy process taking values in a Hilbert space U↩H is established. The so-called cylindrical càdlàg property is investigated as well. A special emphasis is put on infinite systems of linear equations driven by independent Lévy processes.

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Year of publication:	2013
Authors:	Peszat, S. ; Zabczyk, J.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 3, p. 719-751
Publisher:	Elsevier
Subject:	Càdlàg and cylindrical càdlàg trajectories \| Path properties \| Ornstein–Uhlenbeck processes \| Linear evolution equations \| Lévy noise

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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