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4 papers · 2 filters
The tail of the maximum of Brownian motion minus a parabola
Piet Groeneboom, Nico M. Temme
We analyze the tail behavior of the maximum N of Brownian motion minus a parabola and give an asymptotic expansion for P(N>x) as x tends to infinity. This extends a first order res…
The maximum of Brownian motion minus a parabola
Piet Groeneboom
We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the d…
First passage percolation on the Erdős-Rényi random graph
Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra
In this paper we explore first passage percolation (FPP) on the Erdős-Rényi random graph , where each edge is given an independent exponential edge weight with rate 1. In…
Approximating the coefficients in semilinear stochastic partial differential equations
Markus Kunze, Jan van Neerven
We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and X_0 of mild solutions of semilinear stochastic evolution equations with mul…