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 -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.
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