On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process

zbMath1287.60048MaRDI QIDQ372705

Francis Hirsch, Marc Yor

Publication date: 21 October 2013

Published in: Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bbms/1378314508

zbMATH Keywords

local timeLévy measurerandom time changeperpetuityOrnstein-Uhlenbeck process with real dimensionsemistable Markov process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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