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Russian Mathematical Surveys, 2013, Volume 68, Issue 6, Pages 1131–1132
DOI: https://doi.org/10.1070/RM2013v068n06ABEH004871 (Mi rm9561) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals

Ya. A. Lyulko

National Research University "Higher School of Economics"
English version PDF (301 kB)
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DOI: https://doi.org/10.1070/RM2013v068n06ABEH004871
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 14.A12.31.0007
8226
Presented: A. V. Bulinski
Accepted: 05.10.2013
Russian version:
Uspekhi Matematicheskikh Nauk, 2013, Volume 68, Issue 6(414), Pages 169–170
DOI: https://doi.org/10.4213/rm9561
Bibliographic databases:
Document Type: Article
MSC: 60J60
Language: English
Original paper language: Russian
Citation: Ya. A. Lyulko, “On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals”, Uspekhi Mat. Nauk, 68:6(414) (2013), 169–170; Russian Math. Surveys, 68:6 (2013), 1131–1132
Citation in format AMSBIB
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    Abstract page:528
    Russian version PDF:216
    English version PDF:34
    References:48
    First page:39
     
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