Content area
Abstract
We examine the question of existence and uniqueness of evolution systems of measures for non-autonomous Ornstein-Uhlenbeck-type processes with jumps. In particular, we give examples where we explicitly compute the densities of such families of measures.
Details
Title
Evolution systems of measures for non-autonomous stochastic differential equations with Lévy noise
Author
Wooster, Robert, III
Year
2009
ISBN
978-1-109-30696-5
Source type
Dissertation or Thesis
Language of publication
English
ProQuest document ID
304871393
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
