Time irregularity of generalized Ornstein--Uhlenbeck processes
Probability
2009-11-13 v1 Analysis of PDEs
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.
Cite
@article{arxiv.0911.2418,
title = {Time irregularity of generalized Ornstein--Uhlenbeck processes},
author = {Z. Brzezniak and B. Goldys and P. Imkeller and S. Peszat and E. Priola and J. Zabczyk},
journal= {arXiv preprint arXiv:0911.2418},
year = {2009}
}