Time regularity of solutions to linear equations with Lévy noise in infinite dimensions |
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| Authors: | S Peszat J Zabczyk |
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| Institution: | 1. Faculty of Applied Mathematics, AGH University of Science and Technology, Kraków, Poland;2. Institute of Mathematics, Polish Academy of Sciences, ?niadeckich 8, 00-950 Warszawa, Poland |
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| Abstract: | 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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| Keywords: | primary 60H15 secondary 60G52 |
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