Moments of the location of the maximum of Brownian motion with parabolic drift (Q742977)
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scientific article; zbMATH DE number 6346864
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| English | Moments of the location of the maximum of Brownian motion with parabolic drift |
scientific article; zbMATH DE number 6346864 |
Statements
Moments of the location of the maximum of Brownian motion with parabolic drift (English)
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22 September 2014
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Brownian motion
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parabolic drift
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Chernoff's distribution
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Airy function
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