Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes (Q6583542)
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scientific article; zbMATH DE number 7892662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes |
scientific article; zbMATH DE number 7892662 |
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Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes (English)
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6 August 2024
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running maximum
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density functions
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Malliavin calculus
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stochastic differential equations
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Lévy processes
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