Time irregularity of generalized Ornstein--Uhlenbeck processes

Details Time irregularity of generalized Ornstein--Uhlenbeck processes Time irregularity of generalized Ornstein--Uhlenbeck processes

2009-11-12

arxiv.org/abs/0911.2418v1

Mathematics

Probability

Scientific paper

The paper is concerned with the properties of solutions to linear evolution
equation perturbed by cylindrical L\'evy processes. It turns out that
solutions, under rather weak requirements, do not have c\`adl\`ag modification.
Some natural open questions are also stated.

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