Brownian Motion and the Airy Function

Title

Brownian Motion and the Airy Function

 Author

Lee, Alexander (TU Delft Electrical Engineering, Mathematics and Computer Science; TU Delft Delft Institute of Applied Mathematics)

Contributor

Veraar, Mark (mentor)
Groenevelt, Wolter (mentor)
Ruszel, Wioletta (graduation committee)
Spandaw, Jeroen (graduation committee)

Degree granting institution

Delft University of Technology

 Date

2017-08-24

 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.

 Subject

Probability Theory
fourier analysis

 To reference this document use:

http://resolver.tudelft.nl/uuid:2e4d1a44-231c-4dc0-980e-ab71320dbb6c

 Part of collection

Student theses

 Document type

bachelor thesis

 Rights

© 2017 Alexander Lee
Files
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