Vertices of the least concave majorant of Brownian motion with parabolic drift (Q428582)

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Vertices of the least concave majorant of Brownian motion with parabolic drift
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    Vertices of the least concave majorant of Brownian motion with parabolic drift (English)
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    22 June 2012
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    Brownian motion
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    parabolic drift
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    number of vertices
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    concave majorant
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    Airy functions
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    jump processes
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    Grenander estimator
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