Reiß, M.; Riedle, M.; van Gaans, O. - In: Stochastic Processes and their Applications 116 (2006) 10, pp. 1409-1432
We consider a stochastic delay differential equation driven by a general Lévy process. Both the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is eventually Feller, but in general not eventually strong Feller on...
