| Título: | Moments of the location of the maximum of Brownian motion with parabolic drift |
| Autores: | Janson, Svante; Uppsala University |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
brownian motion; parabolic drift; Chernoff's distribution 60J65 |
| Descripción: | We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum. |
| Idioma: | Inglés |
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