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