Geodesic
Approximations for the maximum of stochastic processes with drift
Kybernetika, Tome 39 (2003) no. 3, pp. 299-306 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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If a stochastic process can be approximated with a Wiener process with positive drift, then its maximum also can be approximated with a Wiener process with positive drift.
If a stochastic process can be approximated with a Wiener process with positive drift, then its maximum also can be approximated with a Wiener process with positive drift.
Classification : 60F17, 60G17
Keywords: drift; Wiener process; partial sums 
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Berkes, István; Horváth, Lajos. Approximations for the maximum of stochastic processes with drift. Kybernetika, Tome 39 (2003) no. 3, pp. 299-306. http://geodesic.mathdoc.fr/item/KYB_2003_39_3_a5/

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