Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with L\'evy noise

Autor:	Wooster, Robert
Rok vydání:	2009
Předmět:	Mathematics - Probability 60H10
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
Externí odkaz:	http://arxiv.org/abs/0901.2899 Zobrazit plný text záznamu View this record from Arxiv