On conditional Ornstein–Uhlenbeck processes (Q3344941)

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On conditional Ornstein–Uhlenbeck processes
scientific article

    Statements

    title
    On conditional Ornstein–Uhlenbeck processes (English)
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    publication date
    1984
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    Bessel process
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    killing rate
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    author
    Paavo H. Salminen
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    Identifiers

    DOI
    10.2307/1427347
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    Mathematics Subject Classification ID
    60J60
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    60J35
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    60J65
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    zbMATH DE Number
    3878118
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