Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise

DOI10.1007/S11118-009-9149-1zbMATH Open1187.60048arXiv0901.0028OpenAlexW3102125044MaRDI QIDQ849293FDOQ849293

Zdzislaw Brzezniak, Jerzy Zabczyk

Publication date: 25 February 2010

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity are derived. It is also shown that solutions do not have in general cadlag modifications. General results are applied to equations with fractional Laplacian. Applications to Burgers stochastic equations are considered as well.

Full work available at URL: https://arxiv.org/abs/0901.0028

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Stochastic integrals (60H05)

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Cited In (36)

• Random dynamics of the stochastic Boussinesq equations driven by Lévy noises
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• Stochastic reaction-diffusion equations driven by jump processes
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• SPDEs driven by standard symmetric \(\alpha\)-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
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