Regularity of Ornstein-Uhlenbeck processes driven by a L{é}vy white noise

Details Regularity of Ornstein-Uhlenbeck processes driven by a L{é}vy white noise Regularity of Ornstein-Uhlenbeck processes driven by a L{é}vy white noise

2008-12-30

arxiv.org/abs/0901.0028v1

Mathematics

Probability

Scientific paper

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy 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 \cadlag modifications. General results are applied to equations with fractional Laplacian. Applications to Burgers stochastic equations are considered as well.

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