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Moments of the location of the maximum of Brownian motion with parabolic drift

  
@article{ECP2330,
	author = {Svante Janson},
	title = {Moments of the location of the maximum of Brownian motion with parabolic drift},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {brownian motion; parabolic drift; Chernoff's distribution},
	abstract = {We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
}, pages = {no. 15, 1-8}, issn = {1083-589X}, doi = {10.1214/ECP.v18-2330}, url = {http://ecp.ejpecp.org/article/view/2330}}