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• W3106179957 abstract "We study the density of the supremum of a strictly stable L'evy process. We prove that for almost all values of the index $alpha$ -- except for a dense set of Lebesgue measure zero -- the asymptotic series which were obtained in A. Kuznetsov (2010) On extrema of stable processes are in fact absolutely convergent series representations for the density of the supremum." @default.
• W3106179957 created "2020-11-23" @default.
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• W3106179957 date "2011-01-01" @default.
• W3106179957 modified "2023-09-23" @default.
• W3106179957 title "A convergent series representation for the density of the supremum of a stable process" @default.
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• W3106179957 doi "https://doi.org/10.1214/ecp.v16-1601" @default.
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