Time irregularity of generalized Ornstein-Uhlenbeck processes

DOI10.1016/J.CRMA.2010.01.022MaRDI QIDQ960992zbMATH OpenOpenAlexFDO

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

Publication date 29 March 2010

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

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)

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.

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• A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
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• Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
• Time regularity of Lévy-type evolution in Hilbert spaces and of some \(\alpha \)-stable processes

Cites work

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

Cited in

(21)

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

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