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

نویسندگان

  • Francis HIRSCH
  • Marc YOR
چکیده

We give a description, in terms of “pseudo-stable increasing process”, of the Lamperti process associated with the inverse local time of a radial Ornstein-Uhlenbeck process. Following Bertoin-Yor, we also express, in two particular cases, the law of the perpetuity associated with this inverse local time.

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تاریخ انتشار 2011