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References

  1. Douglas P. Kennedy (1976): The distribution of the maximum Brownian excursion. J. Appl. Probability 13 no. 2, 371--376. Math Review article not available.
  2. Wim Vervaat (1979): A relation between Brownian bridge and Brownian excursion. Ann. Probab. 7, no. 1, 143--149. Math Review link
  3. L.C.G. Rogers and David Williams, Diffusions, Markov Processes and Martingales: Vol. 2, Ito Calculus, John Wiley & Sons, (1987). Math Review link
  4. Kalvis M. Jansons and L.C.G. Rogers (1991): Probability theory and polymer physics, J. Stat. Phys. 65, 139--165. Math Review link
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