The distribution of the argmax of two-sided brownian motion with quadratic drift-Reference-Cited by-同舟云学术

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The distribution of the argmax of two-sided brownian motion with quadratic drift

Published:1999-04 Issue:1 Volume:63 Page:47-58
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Dykstra Richard,Carolan Chris

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949659908811948

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