The distribution of the argmax of two-sided Brownian motion with quadratic drift

Journal of Statistical Computation and Simulation

Volumn 63, Issue 1, 1999, Pages 47-58

  Dykstra, Richard ^a   Carolan, Chris ^a  

^a University of Iowa   (United States)

Author keywords

Airy functions; Brownian motion; Greatest convex minorant; Heat equation; Least concave majorant; Order restricted inference; Quadratic drift

Indexed keywords

EID: 0033242825     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659908811948     Document Type: Article

References (15)

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