Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes

Jean Bertoin

This work concerns the Ornstein-Uhlenbeck type process associated to a positive self-similar Markov process $(X(t){)}_{t\ge 0}$ which drifts to $\infty$, namely $U(t):= {\rm e}^{-t}…