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document
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Lee, Alexander (author)
Deriving the location of the maximum of a Brownian Motion with downward quadratic drift. Proving it is welldefined then finding an algorithmic method to simplify expressions of the moments.
bachelor thesis 2017
Source URL (retrieved on 2024-06-11 15:50): https://repository.tudelft.nl/islandora/search/%20?f%5B0%5D=mods_subject_topic_ss%3A%22fourier%5C%20analysis%22&f%5B1%5D=mods_subject_topic_ss%3A%22Probability%5C%20Theory%22