A note about conditional Ornstein-Uhlenbeck processes

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dc.creatorBentata, Amel
dc.date2008-01-21
dc.date.accessioned2026-07-07T09:57:12Z
dc.date.available2026-07-07T09:57:12Z
dc.descriptionIn this short note, the identity in law, which was obtained by P. Salminen, between on one hand, the Ornstein-Uhlenbeck process with parameter gamma, killed when it reaches 0, and on the other hand, the 3-dimensional radial Ornstein-Uhlenbeck process killed exponentially at rate gamma and conditioned to hit 0, is derived from a simple absolute continuity relationship.
dc.identifierhttps://arxiv.org/abs/0801.3261
dc.identifierhttp://arxiv.org/abs/0801.3261
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/167258
dc.subjectProbability
dc.subject60J60; 60G15
dc.titleA note about conditional Ornstein-Uhlenbeck processes
dc.typetext

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