Vertices of the least concave majorant of Brownian motion with parabolic drift

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)2234-2258
Number of pages25
JournalElectronic Journal of Probability
Volume16
Publication statusPublished - 2011

Keywords

  • CWTS 0.75 <= JFIS < 2.00

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