Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes
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Publication:6583542
DOI10.15559/24-vmsta245zbMATH Open1546.6012MaRDI QIDQ6583542
Takuya Nakagawa, Ryoichi Suzuki
Publication date: 6 August 2024
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stable stochastic processes (60G52)
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