scientific article; zbMATH DE number 2050989

zbMATH Open1044.60068MaRDI QIDQ4453262FDOQ4453262

Authors: Katsuhiro Hirano 

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 503138
• scientific article; zbMATH DE number 2129990
• scientific article; zbMATH DE number 1163909
• Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment
• scientific article; zbMATH DE number 850038

zbMATH Keywords

diffusion processtail distribution of the maximum

Mathematics Subject Classification ID

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

Cited In (6)

• 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
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453262)