"Joint law of an Ornstein-Uhlenbeck process and its supremum."

Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay (2020)

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DOI: 10.1017/JPR.2020.22

access: closed

type: Journal Article

metadata version: 2020-07-30

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Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay:
Joint law of an Ornstein-Uhlenbeck process and its supremum. J. Appl. Probab. 57(2): 541-558 (2020)

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