pith. sign in

arxiv: 0901.0028 · v2 · pith:M2OCOQBTnew · submitted 2008-12-30 · 🧮 math.PR · math.AP

Regularity of Ornstein-Uhlenbeck processes driven by a L{\'e}vy white noise

classification 🧮 math.PR math.AP
keywords noisewhiteequationsgeneralregularitysolutionsspatialstochastic
0
0 comments X
read the original abstract

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity are derived. It is also shown that solutions do not have in general \cadlag modifications. General results are applied to equations with fractional Laplacian. Applications to Burgers stochastic equations are considered as well.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.