Brownian Motion and the Airy Function

Bachelor thesis (2017)

Authors

A. Lee Electrical Engineering, Mathematics and Computer Science

Contributors

M.C. Veraar (supervisor 1)
W.G.M. Groenevelt (supervisor 1)
W.M. Ruszel (supervisor 2)
J.G. Spandaw (supervisor 2)
Faculty
Electrical Engineering, Mathematics and Computer Science
Copyright: © 2017 Alexander Lee
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Published Date

24-08-2017

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

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.