# Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.

Janssen, A.J.E.M; Van Leeuwaarden, J.S.H.

Electronic Communications in Probability [electronic only] (2009)

- Volume: 14, page 143-150
- ISSN: 1083-589X

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topJanssen, A.J.E.M, and Van Leeuwaarden, J.S.H.. "Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.." Electronic Communications in Probability [electronic only] 14 (2009): 143-150. <http://eudml.org/doc/229661>.

@article{Janssen2009,

author = {Janssen, A.J.E.M, Van Leeuwaarden, J.S.H.},

journal = {Electronic Communications in Probability [electronic only]},

keywords = {Gaussian random walk; maximum; Riemann zeta function; Euler-MacLaurin summation; equidistant sampling of Brownian motion; finite horizon},

language = {eng},

pages = {143-150},

publisher = {University of Washington},

title = {Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.},

url = {http://eudml.org/doc/229661},

volume = {14},

year = {2009},

}

TY - JOUR

AU - Janssen, A.J.E.M

AU - Van Leeuwaarden, J.S.H.

TI - Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.

JO - Electronic Communications in Probability [electronic only]

PY - 2009

PB - University of Washington

VL - 14

SP - 143

EP - 150

LA - eng

KW - Gaussian random walk; maximum; Riemann zeta function; Euler-MacLaurin summation; equidistant sampling of Brownian motion; finite horizon

UR - http://eudml.org/doc/229661

ER -

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