Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with Lévy noise

Details Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with Lévy noise Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with Lévy noise

2009-01-19

arxiv.org/abs/0901.2899v4

Mathematics

Probability

Scientific paper

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.

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