English

Stable cylindrical L\'evy processes and the stochastic Cauchy problem

Probability 2018-05-02 v1

Abstract

In this work, we consider the stochastic Cauchy problem driven by the canonical α\alpha-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a sufficient and necessary condition for the existence of the weak and mild solution of the stochastic Cauchy problem and establish the temporal irregularity of the solution.

Keywords

Cite

@article{arxiv.1805.00278,
  title  = {Stable cylindrical L\'evy processes and the stochastic Cauchy problem},
  author = {Markus Riedle},
  journal= {arXiv preprint arXiv:1805.00278},
  year   = {2018}
}

Comments

14 pages

R2 v1 2026-06-23T01:41:22.710Z