White noise analysis for Lévy processes
نویسندگان
چکیده
منابع مشابه
ec 2 00 8 REGULARITY OF ORNSTEIN - UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISE
The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by Lévy 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 cádlág modifications. General results are applied to equations with fractional Laplacian. ...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2004
ISSN: 0022-1236
DOI: 10.1016/s0022-1236(03)00184-8