کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155692 958759 2013 33 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
چکیده انگلیسی

The existence of strong and weak càdlàg versions of a solution to a linear equation in a Hilbert space HH, driven by a Lévy process taking values in a Hilbert space U↩HU↩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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 3, March 2013, Pages 719–751
نویسندگان
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