Publication:4279447
From MaRDI portal
zbMath0791.60071MaRDI QIDQ4279447
Hiroshi Tanaka, Kiyoshi Kawazu
Publication date: 7 March 1994
Full work available at URL: http://www.numdam.org/item?id=SPS_1993__27__78_0
Related Items
The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential, Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential, Annealed tail estimates for a Brownian motion in a drifted Brownian potential, On Bougerol and Dufresne's identities for exponential Brownian functionals, An analytical inversion of a Laplace transform related to annuities certain, The mean velocity of a Brownian motion in a random Lévy potential, Asymptotic results for exponential functionals of Lévy processes, Large deviations for a Brownian motion in a drifted Brownian potential, Asymptotic results for heavy-tailed Lévy processes and their exponential functionals, On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable, Penalizing fractional Brownian motion for being negative, Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment