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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	2234-2258
Number of pages	25
Journal	Electronic Journal of Probability
Volume	16
Publication status	Published - 2011

Keywords

@article{f2a250bb0d8a45efbea4328ee798b044,

title = "Vertices of the least concave majorant of Brownian motion with parabolic drift",

keywords = "CWTS 0.75 <= JFIS < 2.00",

author = "P Groeneboom",

year = "2011",

language = "English",

volume = "16",

pages = "2234--2258",

journal = "Electronic Journal of Probability",

issn = "1083-6489",

publisher = "Institute of Mathematical Statistics",

}