[Irrégularité en temps des processus Ornstein–Uhlenbeck généralisés]
Dans cette Note on traite les propriétés de solutions d'équations d'évolution linéaires perturbées par des processus de Lévy cylindriques. Sous des conditions assez faibles, on trouve que les solutions ne possèdent pas de modifications càdlàg. On énonce quelques questions naturelles s'en déduisant.
This Note is concerned with the properties of solutions to a linear evolution equation perturbed by a cylindrical Lévy process. It turns out that solutions, under rather weak requirements, do not have a càdlàg modification. Some natural open questions are also stated.
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@article{CRMATH_2010__348_5-6_273_0,
author = {Zdzis{\l}aw Brze\'zniak and Ben Goldys and Peter Imkeller and Szymon Peszat and Enrico Priola and Jerzy Zabczyk},
title = {Time irregularity of generalized {Ornstein{\textendash}Uhlenbeck} processes},
journal = {Comptes Rendus. Math\'ematique},
pages = {273--276},
publisher = {Elsevier},
volume = {348},
number = {5-6},
year = {2010},
doi = {10.1016/j.crma.2010.01.022},
language = {en},
}
TY - JOUR AU - Zdzisław Brzeźniak AU - Ben Goldys AU - Peter Imkeller AU - Szymon Peszat AU - Enrico Priola AU - Jerzy Zabczyk TI - Time irregularity of generalized Ornstein–Uhlenbeck processes JO - Comptes Rendus. Mathématique PY - 2010 SP - 273 EP - 276 VL - 348 IS - 5-6 PB - Elsevier DO - 10.1016/j.crma.2010.01.022 LA - en ID - CRMATH_2010__348_5-6_273_0 ER -
%0 Journal Article %A Zdzisław Brzeźniak %A Ben Goldys %A Peter Imkeller %A Szymon Peszat %A Enrico Priola %A Jerzy Zabczyk %T Time irregularity of generalized Ornstein–Uhlenbeck processes %J Comptes Rendus. Mathématique %D 2010 %P 273-276 %V 348 %N 5-6 %I Elsevier %R 10.1016/j.crma.2010.01.022 %G en %F CRMATH_2010__348_5-6_273_0
Zdzisław Brzeźniak; Ben Goldys; Peter Imkeller; Szymon Peszat; Enrico Priola; Jerzy Zabczyk. Time irregularity of generalized Ornstein–Uhlenbeck processes. Comptes Rendus. Mathématique, Volume 348 (2010) no. 5-6, pp. 273-276. doi : 10.1016/j.crma.2010.01.022. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2010.01.022/
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Cité par Sources :
☆ Supported by the Polish Ministry of Science and Education project 1PO 3A 034 29 “Stochastic evolution equations with Lévy noise” and by EC FP6 Marie Curie ToK programme SPADE2.
Commentaires - Politique
A Note on time regularity of generalized Ornstein–Uhlenbeck processes with cylindrical stable noise
Yong Liu; Jianliang Zhai
C. R. Math (2012)