@article{EJP830,
author = {Svante Janson and Guy Louchard and Anders Martin-Löf},
title = {The Maximum of Brownian Motion with Parabolic Drift},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {15},
year = {2010},
keywords = {Brownian motion, parabolic drift, Airy functions},
abstract = {We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give new series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision.},
pages = {no. 61, 1893-1929},
issn = {1083-6489},
doi = {10.1214/EJP.v15-830},
url = {http://ejp.ejpecp.org/article/view/830}}