Peszat, S.; Zabczyk, J. - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 719-751
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...