Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337): Difference between revisions

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+https://doi.org/10.1007/s11118-017-9625-y
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+W2608416681
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+Predicting the time at which a Lévy process attains its ultimate supremum
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+Calcul des variations stochastique et processus de sauts
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+The law of the supremum of a stable Lévy process with no negative jumps
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+Predicting the ultimate supremum of a stable Lévy process with no negative jumps
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+Q3996311
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+A note on the supremum of a stable process
@@ Property / cites work: A note on the supremum of a stable process / rank @@
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+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
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+Smoothness of the distribution of the supremum of a multi-dimensional diffusion process
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+Q4778955
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Optimal prediction of the ultimate maximum of Brownian motion
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@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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+Regularity of density for SDEs driven by degenerate Lévy noises
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+Q5531981
@@ Property / cites work: Q5531981 / rank @@
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+Publication:1692337