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Mathematics  2008 

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

DOI: 10.1007/s11118-009-9149-1

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Abstract:

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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