Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of density functions for the running maximum of a Lévy-Itô diffusion |
scientific article |
Statements
Existence of density functions for the running maximum of a Lévy-Itô diffusion (English)
0 references
26 January 2018
0 references
Wiener-Poisson functionals
0 references
Malliavin calculus
0 references
stochastic differential equation
0 references
running maximum
0 references
density functions
0 references
0 references
