This paper is concerned with the properties of solutions to a linear evolution equation perturbed by a cylindrical Lévy process. It turns out that solutions, under rather weak requirements, do not have a càdlàg modification. Some natural open questions are also stated.

Time irregularity of generalized Ornstein–Uhlenbeck processes

PRIOLA, Enrico;
2010-01-01

Abstract

This paper is concerned with the properties of solutions to a linear evolution equation perturbed by a cylindrical Lévy process. It turns out that solutions, under rather weak requirements, do not have a càdlàg modification. Some natural open questions are also stated.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1251277
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