@article{AIHPB_1987__23_2_179_0, author = {Cs\'aki, Endre and F\"oldes, Ant\'onia and Salminen, Paavo}, title = {On the joint distribution of the maximum and its location for a linear diffusion}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {179--194}, publisher = {Gauthier-Villars}, volume = {23}, number = {2}, year = {1987}, mrnumber = {891709}, zbl = {0621.60081}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1987__23_2_179_0/} }
TY - JOUR AU - Csáki, Endre AU - Földes, Antónia AU - Salminen, Paavo TI - On the joint distribution of the maximum and its location for a linear diffusion JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1987 SP - 179 EP - 194 VL - 23 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/item/AIHPB_1987__23_2_179_0/ LA - en ID - AIHPB_1987__23_2_179_0 ER -
%0 Journal Article %A Csáki, Endre %A Földes, Antónia %A Salminen, Paavo %T On the joint distribution of the maximum and its location for a linear diffusion %J Annales de l'I.H.P. Probabilités et statistiques %D 1987 %P 179-194 %V 23 %N 2 %I Gauthier-Villars %U http://www.numdam.org/item/AIHPB_1987__23_2_179_0/ %G en %F AIHPB_1987__23_2_179_0
Csáki, Endre; Földes, Antónia; Salminen, Paavo. On the joint distribution of the maximum and its location for a linear diffusion. Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987) no. 2, pp. 179-194. http://www.numdam.org/item/AIHPB_1987__23_2_179_0/
[1] Handbook of Mathematical Functions. Dover, New York, 1965.
, ,[2] Distribution of integral functionals of Brownian motion (in Russian). Zap. Naucn. Sem. LOMI, t. 119, 1982, p. 19-38. | MR | Zbl
,[3] Excursions in Brownian motion. Ark. Mat., t. 14, 1976, p. 155-177. | MR | Zbl
,[4] Tables of Integral Transforms, vol. I. McGraw-Hill, New York, Toronto, London, 1954. | MR | Zbl
(ed.).[5] Excursions of a Markov process. Ann. Prob., t. 7 (2), 1979, p. 244-266. | MR | Zbl
,[6] Density factorizations for Brownian motion, meander and the three-dimensional Bessel process, and applications. J. Appl. Prob., t. 21, 1984, p. 500- 510. | MR | Zbl
,[7] On Brownian bridge and excursion. Studia Sci. Math. Hungar (to appear). | MR | Zbl
,[8] Diffusion Processes and Their Sample Paths. Springer, Berlin, 1965. | MR | Zbl
, ,[9] On the excursion process of Brownian motion. Trans. Amer. Math. Soc., t. 258, 1980, p. 77-86. | MR | Zbl
,[10] Processus Stochastiques et Mouvement Brownien. Gauthier-Villars, Paris, 1948. | MR | Zbl
,[11] Mouvement Brownien et valeurs propres du Laplacien. Ann. Inst. H. Poincaré, IV (4), 1968, p. 331-342. | Numdam | MR | Zbl
,[12] Kac's formula, Lévy's local time and Brownian excursion. J. Appl. Prob., t. 21, 1984, p. 479-499, | MR | Zbl
,[13] Markov properties of diffusion local time: a martingale approach. Adv. Appl. Prob., t. 14, 1982, p. 789-810. | MR | Zbl
,[14] Sojourn times of diffusion processes. Illinois J. Math., t. 7, 1963, p. 615- 630. | MR | Zbl
,[15] Brownian excursions, revisited. Sem. Stochastic Processes, 1983, eds E. Çinlar, K. L. Chung, R. K. Getoor, Birkhäuser, Boston, 1984. | MR | Zbl
,[16] The joint density of the maximum and its location for a Wiener process with drift. J. Appl. Prob., t. 16, 1979, p. 423-427. | MR | Zbl
,[17] Confluent Hypergeometric Functions. University Press, Cambridge, 1960. | MR | Zbl
,[18] Einige zweidimensionale Verteilungs- und Grenzverteilungssätze in der Theorie der geordneten Stichproben. Publ. Math. Inst. Hungar. Acad. Sci., t. 11, 1957, p. 183-203. | MR | Zbl
,[19] Path decomposition and continuity of local time for one-dimensional diffusions. Proc. London Math. Soc., t. 28 (3), 1974, p. 738-768. | MR | Zbl
,