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math.PR2012
Moments of the location of the maximum of Brownian motion with parabolic drift
Svante Janson
We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
math.PR2012
Higher moments of Banach space valued random variables
Svante Janson, Sten Kaijser
We define the :th moment of a Banach space valued random variable as the expectation of its :th tensor power; thus the moment (if it exists) is an element of a tensor power o…