REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A L ´

2009 
The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by Levy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial con- tinuity 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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