Two-sided Brownian motion with quadratic drift and its least concave majorant (Q5425731)
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scientific article; zbMATH DE number 5211758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-sided Brownian motion with quadratic drift and its least concave majorant |
scientific article; zbMATH DE number 5211758 |
Statements
Two-sided Brownian motion with quadratic drift and its least concave majorant (English)
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14 November 2007
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monotone density
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concave distribution function
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absolute drift
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greatest convex minorant
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