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Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. (English) Zbl 1262.60061
Summary: The existence of strong and weak càdlàg versions of a solution to a linear equation in a Hilbert space \(H\), driven by a Lévy process taking values in a Hilbert space \(U\hookleftarrow H\) is established. The so-called cylindrical càdlàg property is investigated as well. A special emphasis is put on infinite systems of linear equations driven by independent Lévy processes.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60G52 Stable stochastic processes
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