Time regularity of Lévy-type evolution in Hilbert spaces and of some α-stable processes.
Work
Year: 2021
Type: article
Abstract: In this paper we consider the cylindrical càdlàg property of a solution to a linear equation in a Hilbert space H, driven by a Levy process taking values in a possibly larger Hilbert space U. In parti... more
Institution University of Warsaw
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Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $675