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ArticleTime regularity of solutions to linear equations with Lévy noise in infinite dimensions

Szymon Peszat2012

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Articlebronze2012

Time regularity of solutions to linear equations with Lévy noise in infinite dimensions

Szymon Peszat · Jerzy Zabczyk

27 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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References

1992Comparison methods for a class of function valued stochastic partial differential equations 1987On processes of ornstein-uhlenbeck type in hilbert space 2008REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISE 2009Regularity of Ornstein–Uhlenbeck Processes Driven by a Lévy White Noise 2001Continuity of Stochastic Convolutions 2010Cylindrical Lévy processes in Banach spaces 1990Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes 2010Time irregularity of generalized Ornstein–Uhlenbeck processes

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Year2012

Typearticle

Published2012-11-03

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2012.10.012

openalex_workW2085077264

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