Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and regularity of law density of a pair (diffusion, first component running maximum) |
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Existence and regularity of law density of a pair (diffusion, first component running maximum) (English)
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5 September 2019
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running supremum process
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joint law density
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Malliavin calculus
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regularity of the density
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