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The maximum of Brownian motion with parabolic drift - MaRDI portal

The maximum of Brownian motion with parabolic drift (Q638354)

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scientific article; zbMATH DE number 5946954
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English
The maximum of Brownian motion with parabolic drift
scientific article; zbMATH DE number 5946954

    Statements

    The maximum of Brownian motion with parabolic drift (English)
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    9 September 2011
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    Brownian motion
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    parabolic drift
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    Airy functions
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