Vertices of the least concave majorant of Brownian motion with parabolic drift (Q428582)
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scientific article; zbMATH DE number 6049140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vertices of the least concave majorant of Brownian motion with parabolic drift |
scientific article; zbMATH DE number 6049140 |
Statements
Vertices of the least concave majorant of Brownian motion with parabolic drift (English)
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22 June 2012
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Brownian motion
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parabolic drift
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number of vertices
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concave majorant
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Airy functions
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jump processes
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Grenander estimator
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