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The Maximum of Brownian Motion with Parabolic Drift

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	The Maximum of Brownian Motion with Parabolic Drift
2.	Creator	Author's name, affiliation, country	Svante Janson; Uppsala University; Sweden
2.	Creator	Author's name, affiliation, country	Guy Louchard; Université Libre de Bruxelles; Belgium
2.	Creator	Author's name, affiliation, country	Anders Martin-Löf; Stockholm University; Sweden
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Brownian motion, parabolic drift, Airy functions
3.	Subject	Subject classification	60J65
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Institut Mittag-Leffler
7.	Date	(YYYY-MM-DD)	2010-11-17
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/830
10.	Identifier	Digital Object Identifier	10.1214/EJP.v15-830
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 15
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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