Evolution systems of measures for non-autonomous stochastic differential equations with Levy noise

Authors

Robert Wooster, University of Connecticut

Date of Completion

January 2009

Keywords

Mathematics

Degree

Ph.D.

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. ^

Recommended Citation

Wooster, Robert, "Evolution systems of measures for non-autonomous stochastic differential equations with Levy noise" (2009). Doctoral Dissertations. AAI3370240.
https://digitalcommons.lib.uconn.edu/dissertations/AAI3370240