Quasi-stationary distributions for the radial Ornstein-Uhlenbeck processes

DOI10.1016/S0252-9602(08)60053-3zbMath1174.60362MaRDI QIDQ1003965

Jun Ye

Publication date: 6 March 2009

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

zbMATH Keywords

quasi-stationary distributionquasi-invariantradial Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

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

Related Items (2)

Quasi-Limiting Behavior of Drifted Brownian Motion ⋮ Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process

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