On conditional Ornstein–Uhlenbeck processes

DOI10.2307/1427347MaRDI QIDQ3344941zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Ornstein-Uhlenbeck processBessel processkilling rate

Mathematics Subject Classification ID

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

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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

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