The tail of the maximum of Brownian motion minus a parabola (Q428676)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The tail of the maximum of Brownian motion minus a parabola |
scientific article |
Statements
The tail of the maximum of Brownian motion minus a parabola (English)
0 references
22 June 2012
0 references
Brownian motion
0 references
parabolic drift
0 references
maximum
0 references
Airy functions
0 references