A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise

DOI10.1016/j.crma.2011.11.017zbMath1280.60038OpenAlexW2027994991MaRDI QIDQ664936

Jianliang Zhai, Yong Liu

Publication date: 5 March 2012

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.11.017

zbMATH Keywords

Ornstein-Uhlenbeck processcylindrical stable noisetime irregularity

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
• Time irregularity of generalized Ornstein-Uhlenbeck processes
• On the Skorokhod topology
• Generalized Mehler semigroups: The non-Gaussian case
• Stochastic Partial Differential Equations with Levy Noise

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