On conditional Ornstein–Uhlenbeck processes

DOI10.2307/1427347zbMATH Open0551.60079OpenAlexW2323971274MaRDI QIDQ3344941FDOQ3344941

Authors: Paavo Salminen 

Publication date: 1984

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427347

Recommendations

• scientific article; zbMATH DE number 168102
• Quasi-stationary distributions for the radial Ornstein-Uhlenbeck processes
• Ohrnstein—uhlenbeck process in a random potential
• A survey and some generalizations of Bessel processes
• Equivalence Of Banach Space-Valued Ornstein-Uhlenbeck Processes

zbMATH Keywords

Ornstein-Uhlenbeck processBessel processkilling rate

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Transition functions, generators and resolvents (60J35)

Cited In (3)

• On the excursion theory for linear diffusions
• Quasi-stationary distributions for the radial Ornstein-Uhlenbeck processes
• Ornstein–Uhlenbeck process with quadratic killing

This page was built for publication: On conditional Ornstein–Uhlenbeck processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3344941)