Open Access
June 2015 A Diffusion Process with a Brownian Potential Including a Zero Potential Part
Yuki SUZUKI
Tokyo J. Math. 38(1): 249-272 (June 2015). DOI: 10.3836/tjm/1437506248

Abstract

A one-dimensional diffusion process with a Brownian potential including a zero potential part is studied. The maximum process and the minimum process of the diffusion process are also investigated.

Citation

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Yuki SUZUKI. "A Diffusion Process with a Brownian Potential Including a Zero Potential Part." Tokyo J. Math. 38 (1) 249 - 272, June 2015. https://doi.org/10.3836/tjm/1437506248

Information

Published: June 2015
First available in Project Euclid: 21 July 2015

zbMATH: 1323.60107
MathSciNet: MR3374625
Digital Object Identifier: 10.3836/tjm/1437506248

Subjects:
Primary: 60J60
Secondary: 60K37

Rights: Copyright © 2015 Publication Committee for the Tokyo Journal of Mathematics

Vol.38 • No. 1 • June 2015
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