par Janson, Svante;Louchard, Guy 
;Martin-Löf, Anders
Référence Electronic journal on the qualitative theory of differential equations, 15, page (1893-1929)
Publication Publié, 2010
;Martin-Löf, AndersRéférence Electronic journal on the qualitative theory of differential equations, 15, page (1893-1929)
Publication Publié, 2010
Article révisé par les pairs
| Résumé : | 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. |
