An extremal limit theorem for the argmax process of Brownian motion minus a parabolic drift

DOI10.1023/A:1009962823531zbMath0928.60062MaRDI QIDQ1297901

Hendrik P. Lopuhaä, Gerard Hooghiemstra

Publication date: 14 September 1999

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionBrownian motionextremal valueargmax process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65)

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