A Note on time regularity of generalized Ornstein–Uhlenbeck processes with cylindrical stable noise |
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| Authors: | Yong Liu Jianliang Zhai |
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| Institution: | 1. LMAM, School of Mathematical Science, Peking University, Beijing 100871, PR China;2. Center for Statistical Science, Peking University, Beijing 100871, PR China |
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| Abstract: | A necessary and sufficient condition of càdlàg modification of Ornstein–Uhlenbeck process with cylindrical stable noise in a Hilbert space is given in this Note. Applying this result, some questions in Time irregularity of generalized Ornstein–Uhlenbeck processes C. R. Acad. Sci. Paris, Ser. I 348 (2010) 273–276] and Structural properties of semilinear SPDEs driven by cylindrical stable process Probab. Theory Related Fields 149 (2011) 97–137] are answered. |
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