Existence of density functions for the running maximum of a Lévy-Itô diffusion
type: Item
instance of: scholarly article
title: Existence of density functions for the running maximum of a Lévy-Itô diffusion
zbMATH Open document ID: 1436.60055
author: Yulin Song
author: Yingchao Xie
published in: Potential Analysis
publication date: 2018-01-26T00:00:00Z
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6830196
zbMATH Keywords: Wiener-Poisson functionals
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: running maximum
zbMATH Keywords: density functions
MaRDI profile type: Publication
full work available at URL: s11118-017-9625-y
OpenAlex ID: W2608416681
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DOI: 10.1007/S11118-017-9625-Y
description: scientific article; zbMATH DE number 6830196