Open AccessMoments of the location of the maximum of Brownian motion with parabolic drift
Author(s) -
Svante Janson
Publication year - 2013
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/ecp.v18-2330
Subject(s) - mathematics , brownian motion , reflected brownian motion , geometric brownian motion , motion (physics) , mathematical analysis , diffusion process , statistical physics , statistics , classical mechanics , physics , knowledge management , innovation diffusion , computer science