Abstract:
The paper deals with methods of computation of distributions of the location of the maximum and the location of the minimum for a diffusions with jumps. As an example explicit formulas for distributions of the location of the maximum of the process equal the sum of Brownian motion and compound Poisson process is obtained. Bibl. – 8 titles.
Key words and phrases:distribution of functionals, diffusion with jumps, infimum, supremum.