Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with L\'evy noise
Probability
2012-05-07 v5
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.
Keywords
Cite
@article{arxiv.0901.2899,
title = {Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with L\'evy noise},
author = {Robert Wooster},
journal= {arXiv preprint arXiv:0901.2899},
year = {2012}
}