3 papers
math.PR2026
Existence of densities and atoms for the running maximum of time-inhomogeneous jump diffusions
Takuya Nakagawa, Ryoichi Suzuki
We prove absolute continuity of the running maximum of one-dimensional time-inhomogeneous Lévy--Itô diffusions driven by a Brownian motion and…
math.PR2026
Pathwise stability for one-dimensional SDEs driven by Brownian motion and a symmetric stable process
Takuya Nakagawa, Ryoichi Suzuki
We prove quantitative pathwise stability estimates for one-dimensional stochastic differential equations driven by a common Brownian motion and a common symmetric -stable proces…
math.PR2025
Existence of density functions for SDEs driven by pure-jump processes
Takuya Nakagawa, Ryoichi Suzuki
We verify the existence of density functions of the running maximum of a stochastic differential equation (SDE) driven by a Brownian motion and a non-truncated stable process. This…