Vertices of the least concave majorant of Brownian motion with parabolic drift (vol 16, pg 2234, 2011)

被引：0

作者：

Groeneboom, Piet ^{[1
]}

机构：

[1] Delft Univ Technol, Delft, Netherlands

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2013年 / 18卷

关键词：

D O I：

10.1214/EJP.v18-2697

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1 / 1

页数：1

共 13 条

[1] Vertices of the least concave majorant of Brownian motion with parabolic drift
Groeneboom, Piet
ELECTRONIC JOURNAL OF PROBABILITY, 2011, 16
[2] Two-sided Brownian motion with quadratic drift and its least concave majorant
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[3] Marginal densities of the least concave majorant of Brownian motion
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[4] Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
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[5] Characterization of the least concave majorant of brownian motion, conditional on a vertex point, with application to construction
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[9] Trajectory analysis of single molecules exhibiting non-Brownian motion (vol 13, pg 4326, 2011)
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[10] OCCUPATION AND LOCAL TIMES FOR SKEW BROWNIAN MOTION WITH APPLICATIONS TO DISPERSION ACROSS AN INTERFACE (vol 21, pg 183, 2011)
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