Laura Gay

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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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