Year: 2009
Type: preprint
Abstract: We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric Lévy process without a Gaussian component and taking values in a Hilbert space $U$ which usually contains $H$. We give if and only if conditions under which $X_t$ takes values in $H$ for some $t>0$ or for all $t>0$. Moreover, we prove irreducibility for $(X_t)$.
Source: arXiv (Cornell University)
Authors: Priola, Enrico, Zabczyk, Jerzy
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1574446704