Laura Gay

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Dynamic Programming

Probability Distribution

Top Venues

J. Appl. Probab.

Publications

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