The maximum of brownian motion with parabolic drift

Electronic Journal of Probability

Volumn 15, Issue , 2010, Pages 1893-1929

  Janson, Svante ^a   Louchard, Guy ^b   Martin Löf, Anders ^c  

^a UPPSALA UNIVERSITY   (Sweden)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Airy functions; Brownian motion; Parabolic drift

Indexed keywords

EID: 78649714873     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v15-830     Document Type: Article

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