On conditional Ornstein–Uhlenbeck processes

DOI10.2307/1427347zbMath0551.60079OpenAlexW2323971274MaRDI QIDQ3344941

Paavo H. 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

Bessel processOrnstein-Uhlenbeck processkilling rate

Mathematics Subject Classification ID

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

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On the excursion theory for linear diffusions

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