Joint density of a stable process and its supremum: regularity and upper bounds (2023)
Attributed to:
DMS-EPSRC: Fast martingales, large deviations and randomised gradients for heavy-tailed target distributions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: https://projecteuclid.org/journals/bernoulli/volume-29/issue-4/Joint-density-of-the-stable-process-and-its-supremum/10.3150/23-BEJ1590.short
Type: Journal Article/Review
Volume: 29
Parent Publication: Bernoulli
Issue: 4