The distribution of the argmax of two-sided brownian motion with quadratic drift

DOI10.1080/00949659908811948zbMath0946.65001OpenAlexW2087902396WikidataQ126250350 ScholiaQ126250350MaRDI QIDQ4262918

Chris Carolan, Richard L. Dykstra

Publication date: 17 October 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811948

zbMATH Keywords

heat equationBrownian motionGrenander estimatororder restricted inferencegreatest convex minorantleast concave majorantAiry functionsquadratic driftargmax distribution

Mathematics Subject Classification ID

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