Skip to main content
SpringerLink
Log in
Book cover

Séminaire de Probabilités XXVII pp 78–85Cite as

On the maximum of a diffusion process in a drifted Brownian environment

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1557))

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   52.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. V.I. Afanas'ev, On a maximum of a transient random walk in random environment, Theor.Probab.Appl.35 (1990), 205–215.

    Article  MathSciNet  MATH  Google Scholar 

  2. M. Yor, Sur certaines fonctionelles exponentielles du mouvement brownien réel, J.Appl.Probab.29(1992), 202–208.

    MathSciNet  Google Scholar 

  3. M.Yor, On some exponential functionals of Brownian motion, to appear in Adv.Appl. Probab. (September 1992).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics Faculty of Education, Yamaguchi University, 753, Yosida, Yamaguchi, Japan

    Kiyoshi Kawazu

  2. Department of Mathematics Faculty of Science and Technology, Keio University, 223, Hiyoshi, Yokohama, Japan

    Hiroshi Tanaka

Authors
  1. Kiyoshi Kawazu
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Hiroshi Tanaka
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

Copyright information

© 1993 Springer-Verlag

About this paper

Cite this paper

Kawazu, K., Tanaka, H. (1993). On the maximum of a diffusion process in a drifted Brownian environment. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087965

Download citation

  • DOI: https://doi.org/10.1007/BFb0087965

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation