The tail of the maximum of Brownian motion minus a parabola (Q428676)
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scientific article; zbMATH DE number 6049201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail of the maximum of Brownian motion minus a parabola |
scientific article; zbMATH DE number 6049201 |
Statements
The tail of the maximum of Brownian motion minus a parabola (English)
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22 June 2012
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Brownian motion
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parabolic drift
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maximum
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Airy functions
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0.97029257
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0.8907702
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0.8856641
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0.8765421
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