On the Location of the Maximum of a Continuous Stochastic Process

DOI10.1239/jap/1395771420zbMath1305.60029arXiv1207.4469OpenAlexW1989343110MaRDI QIDQ5416547

Leandro P. R. Pimentel

Publication date: 14 May 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.4469

zbMATH Keywords

Brownian motionstationary processmaximaparabolic driftsample path properties

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17)

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