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Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
Journal
Stochastic process and their applications
30
Author
Peszat Szymon
Zabczyk Jerzy
Volume
123
Issue
3
Pages
719-751
ISSN
0304-4149
Keywords in English
Càdlàg and cylindrical càdlàg trajectories
Path properties
Ornstein–Uhlenbeck processes
Linear evolution equations
Lévy noise
Language
English
Container language
English
Abstract in English
The existence of strong and weak càdlàg versions of a solution to a linear equation in a Hilbert space H, driven by a Lévy process taking values in a Hilbert space U↩H is established. The so-called cylindrical càdlàg property is investigated as well. A special emphasis is put on infinite systems of linear equations driven by independent Lévy processes.
Affiliation
Wydział Matematyki i Informatyki : Instytut Matematyki
| cris.lastimport.wos | 2024-04-09T20:07:32Z | |
| dc.abstract.en | The existence of strong and weak càdlàg versions of a solution to a linear equation in a Hilbert space H, driven by a Lévy process taking values in a Hilbert space U↩H is established. The so-called cylindrical càdlàg property is investigated as well. A special emphasis is put on infinite systems of linear equations driven by independent Lévy processes. | pl |
| dc.affiliation | Wydział Matematyki i Informatyki : Instytut Matematyki | pl |
| dc.contributor.author | Peszat, Szymon - 242866 | pl |
| dc.contributor.author | Zabczyk, Jerzy | pl |
| dc.date.accessioned | 2014-07-16T05:10:00Z | |
| dc.date.available | 2014-07-16T05:10:00Z | |
| dc.date.issued | 2013 | pl |
| dc.date.openaccess | 60 | |
| dc.description.accesstime | po opublikowaniu | |
| dc.description.admin | [AB]Peszat, Szymon [SAP14014068] 50000140 | |
| dc.description.number | 3 | pl |
| dc.description.physical | 719-751 | pl |
| dc.description.version | ostateczna wersja wydawcy | |
| dc.description.volume | 123 | pl |
| dc.identifier.doi | 10.1016/j.spa.2012.10.012 | pl |
| dc.identifier.issn | 0304-4149 | pl |
| dc.identifier.uri | http://ruj.uj.edu.pl/xmlui/handle/item/61 | |
| dc.language | eng | pl |
| dc.language.container | eng | pl |
| dc.rights | * | |
| dc.rights.licence | OTHER | |
| dc.rights.uri | * | |
| dc.share.type | inne | |
| dc.subject.en | Càdlàg and cylindrical càdlàg trajectories | pl |
| dc.subject.en | Path properties | pl |
| dc.subject.en | Ornstein–Uhlenbeck processes | pl |
| dc.subject.en | Linear evolution equations | pl |
| dc.subject.en | Lévy noise | pl |
| dc.subtype | Article | pl |
| dc.title | Time regularity of solutions to linear equations with Lévy noise in infinite dimensions | pl |
| dc.title.journal | Stochastic process and their applications | pl |
| dc.type | JournalArticle | pl |
| dspace.entity.type | Publication |