Joint density of the stable process and its supremum: Regularity and upper bounds (2023)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.3150/23-bej1590
Publication URI: http://dx.doi.org/10.3150/23-bej1590
Type: Journal Article/Review
Parent Publication: Bernoulli
Issue: 4