Laura Gay

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
First passage time density of an Ornstein-Uhlenbeck process with broken drift
Stochastic Models
2022-04-22Paper
Joint law of an Ornstein-Uhlenbeck process and its supremum
Journal of Applied Probability
2020-07-22Paper
Risk assessment using suprema data2017-10-12Paper


Research outcomes over time


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