On the time of the maximum of Brownian motion with drift.
Buffet, Emannuel
Journal of Applied Mathematics and Stochastic Analysis, Tome 16 (2003), p. 201-207 / Harvested from The Electronic Library of Mathematics
Publié le : 2003-01-01
DOI : https://doi.org/10.1155/S1048953303000157
EUDML-ID : urn:eudml:doc:51065
@article{02111795,
     title = {On the time of the maximum of Brownian motion with drift.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {16},
     year = {2003},
     pages = {201-207},
     doi = {10.1155/S1048953303000157},
     zbl = {1051.60081},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02111795}
}
Buffet, Emannuel. On the time of the maximum of Brownian motion with drift.. Journal of Applied Mathematics and Stochastic Analysis, Tome 16 (2003) pp. 201-207. doi : 10.1155/S1048953303000157. http://gdmltest.u-ga.fr/item/02111795/