Time irregularity of generalized Ornstein-Uhlenbeck processes

DOI10.1016/J.CRMA.2010.01.022zbMATH Open1205.60119arXiv0911.2418OpenAlexW2963560954MaRDI QIDQ960992FDOQ960992

Jerzy Zabczyk, B. Goldys, E. Priola, Zdzislaw Brzezniak, Szymon Peszat, P. Imkeller

Publication date: 29 March 2010

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

Abstract: The paper is concerned with the properties of solutions to linear evolution equation perturbed by cylindrical L'evy processes. It turns out that solutions, under rather weak requirements, do not have c`adl`ag modification. Some natural open questions are also stated.

Full work available at URL: https://arxiv.org/abs/0911.2418

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sample path properties (60G17)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Lévy Processes and Stochastic Calculus
• Stochastic Partial Differential Equations with Levy Noise
• On linear evolution equations with cylindrical L\'evy noise
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
• Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations

Cited In (20)

• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Well-posedness of stochastic 2D hydrodynamics type systems with multiplicative Lévy noises
• Generalized couplings and convergence of transition probabilities
• Stochastic reaction-diffusion equations driven by jump processes
• The stochastic Cauchy problem driven by a cylindrical Lévy process
• Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
• Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
• On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
• A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
• Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L² approach
• Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
• Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces
• Exponential ergodicity and regularity for equations with Lévy noise
• Time regularity for stochastic Volterra equations by the dilation theorem
• Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
• Path properties of the solution to the stochastic heat equation with Lévy noise
• Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

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