Regularity of Ornstein-Uhlenbeck processes driven by a L{\'e}vy white noise

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.Comment: This is an updated version of the same paper. In fact, it has already been publishe

Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion

First, we revisit basic theory of functional It\uf4/path-dependent calculus, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus are explored. The second part of the paper is devoted to the study of the Kolmogorov type equation associated with the so called window Brownian motion, called path-dependent heat equation, for which well-posedness at the level of strict solutions is established. Then, a notion of strong approximating solution, called strong-viscosity solution, is introduced which is supposed to be a substitution tool to the viscosity solution. For that kind of solution, we also prove existence and uniqueness

Controllability and Qualitative properties of the solutions to SPDEs driven by boundary L\'evy noise

Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space \HH, where $L$ is a \RR valued L\'evy process, $A:H\to H$ an infinitesimal generator of a strongly continuous semigroup, \sigma:H\to \RR bounded from below and Lipschitz continuous, and B:\RR\to H a possible unbounded operator. A typical example of such an equation is a stochastic Partial differential equation with boundary L\'evy noise. Let \CP=(\CP_t)_{t\ge 0} %{\CP_t:0\le t<\infty}$the corresponding Markovian semigroup. We show that, if the system (2) du(t) = A u(t)\: dt + B v(t),\quad t>0 u(0) = x is approximate controllable in time$T>0$, then under some additional conditions on$B$and$A$, for any$x\in H$the probability measure$\CP_T^\star \delta_x$is positive on open sets of$H$. Secondly, as an application, we investigate under which condition on$\HH$and on the L\'evy process$L$and on the operator$A$and$B$ the solution of Equation [1] is asymptotically strong Feller, respective, has a unique invariant measure. We apply these results to the damped wave equation driven by L\'evy boundary noise