Quasi-stationary distributions for the radial Ornstein-Uhlenbeck processes

DOI10.1016/S0252-9602(08)60053-3MaRDI QIDQ1003965zbMATH OpenFDO

Authors Jun Ye

Publication date 6 March 2009

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0252-9602(08)60053-3

zbMATH Keywords

quasi-invariantquasi-stationary distributionradial Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(6)

• Moderate deviations for squared radial Ornstein-Uhlenbeck process
• Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process
• On conditional Ornstein–Uhlenbeck processes
• Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
• Quasi-limiting behavior of drifted Brownian motion
• Rate of convergence to the Yaglom limit for the radial Ornstein-Uhlenbeck processes with negative drift

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