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arxiv: 0911.2418 · v1 · submitted 2009-11-12 · 🧮 math.PR · math.AP

Time irregularity of generalized Ornstein--Uhlenbeck processes

classification 🧮 math.PR math.AP
keywords processessolutionsconcernedcylindricalequationevolutiongeneralizedirregularity
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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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