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- W1964580992 abstract "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." @default.
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- W1964580992 date "2010-01-01" @default.
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- W1964580992 title "The maximum of Brownian motion with parabolic drift" @default.
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