On the maximum of a diffusion process in a drifted brownian environment
Kawazu, Kiyoshi ; Tanaka, Hiroshi
Séminaire de probabilités de Strasbourg, Tome 27 (1993), p. 78-85 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1993-01-01
@article{SPS_1993__27__78_0,
     author = {Kawazu, Kiyoshi and Tanaka, Hiroshi},
     title = {On the maximum of a diffusion process in a drifted brownian environment},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {27},
     year = {1993},
     pages = {78-85},
     mrnumber = {1308554},
     zbl = {0791.60071},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1993__27__78_0}
}

Kawazu, Kiyoshi; Tanaka, Hiroshi. On the maximum of a diffusion process in a drifted brownian environment. Séminaire de probabilités de Strasbourg, Tome 27 (1993) pp. 78-85. http://gdmltest.u-ga.fr/item/SPS_1993__27__78_0/

[1] V.I. Afanas'Ev, On a maximum of a transient random walk in random environment, Theor.Probab.Appl.35(1990), 205 - 215. | MR 1069119 | Zbl 0725.60074

[2] M. Yor, Sur certaines fonctionelles exponentielles du mouvement brownien réel, J.Appl.Probab.29(1992), 202 - 208. | MR 1147781 | Zbl 0758.60085

[3] M. Yor, On some exponential functionals of Brownian motion, to appear in Adv.Appl. Probab. (September 1992). | MR 1174378 | Zbl 0765.60084