| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155692 | Stochastic Processes and their Applications | 2013 | 33 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
S. Peszat, J. Zabczyk,