@article{EJP826,
author = {Piet Groeneboom},
title = {The Maximum of Brownian Motion Minus a Parabola},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {15},
year = {2010},
keywords = {Brownian motion, parabolic drift, maximum, Airy functions},
abstract = {We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both for one-sided and two-sided Brownian motion.},
pages = {no. 62, 1930-1937},
issn = {1083-6489},
doi = {10.1214/EJP.v15-826},
url = {http://ejp.ejpecp.org/article/view/826}}