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Joint law of an OrnsteinâUhlenbeck process and its supremum
Blanchet-Scalliet, Christophette, Dorobantu, Diana, Gay, LauraVolume:
57
Journal:
Journal of Applied Probability
DOI:
10.1017/jpr.2020.22
Date:
June, 2020
File:
PDF, 706 KB
2020