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Modern Stochastics: Theory and Applications


 
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Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes
   
Takuya Nakagawa ORCID icon link to view author Takuya Nakagawa details   Ryoichi Suzuki ORCID icon link to view author Ryoichi Suzuki details  
https://doi.org/10.15559/24-VMSTA245
Pub. online: 23 Jan 2024      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 11, Issue 3 (2024), pp. 303–321
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