Time regularity of solutions to linear equations with Lévy noise in infinite dimensions |
| |
Authors: | S. Peszat J. Zabczyk |
| |
Affiliation: | 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 |
| |
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. |
| |
Keywords: | primary, 60H15 secondary, 60G52 |
本文献已被 ScienceDirect 等数据库收录! |
|