A note about conditional Ornstein-Uhlenbeck processes
نویسنده
چکیده
In this short note, the identity in law, which was obtained by P. Salminen [6], between on one hand, the Ornstein-Uhlenbeck process with parameter γ, killed when it reaches 0, and on the other hand, the 3-dimensional radial Ornstein-Uhlenbeck process killed exponentially at rate γ and conditioned to hit 0, is derived from a simple absolute continuity relationship.
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