Vertices of the least concave majorant of Brownian motion with parabolic drift
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Publication:428582
DOI10.1214/EJP.v16-959zbMath1246.60106MaRDI QIDQ428582
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ejp.v16-959
Brownian motion; Grenander estimator; jump processes; Airy functions; concave majorant; number of vertices; parabolic drift
60J65: Brownian motion
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