Groeneboom, Piet The maximum of Brownian motion minus a parabola. (English) Zbl 1226.60110 Electron. J. Probab. 15, Paper No. 62, 1930-1937 (2010). Summary: We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for the computation of the density and the moments of the distribution, both for one-sided and two-sided Brownian motion. Cited in 1 ReviewCited in 6 Documents MSC: 60J65 Brownian motion 60G70 Extreme value theory; extremal stochastic processes PDF BibTeX XML Cite \textit{P. Groeneboom}, Electron. J. Probab. 15, Paper No. 62, 1930--1937 (2010; Zbl 1226.60110) Full Text: DOI arXiv EMIS OpenURL