Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with L\'evy noise
Autor: | Wooster, Robert |
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Rok vydání: | 2009 |
Předmět: | |
Zdroj: | Comm. on Stoch. Analysis 5 no. 2 (2011) 353-370 |
Druh dokumentu: | Working Paper |
Popis: | 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. |
Databáze: | arXiv |
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