Brownian Motion and the Airy Function
A. Lee (TU Delft - Electrical Engineering, Mathematics and Computer Science)
Mark Veraar – Mentor
W.G.M. Groenevelt – Mentor
W.M. Ruszel – Graduation committee member
Jeroen Spandaw – Graduation committee member
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Abstract
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.