scientific article; zbMATH DE number 2050989

MaRDI QIDQ4453262zbMATH OpenFDO

Authors Katsuhiro Hirano

Publication date 7 March 2004

zbMATH Keywords

diffusion processtail distribution of the maximum

Mathematics Subject Classification ID

Diffusion processes (60J60) Processes in random environments (60K37)

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• Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment
• The maximum of a Lévy process reflected at a general barrier
• Almost sure asymptotics for the local time of a diffusion in Brownian environment
• Joint distributions of the maximum and the process for higher-order diffusions.
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• scientific article; zbMATH DE number 1995723 (Why is no real title available?)

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