Author

Takuya Nakagawa

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Preprint Aug 2026

Pathwise stability for one-dimensional SDEs driven by Brownian motion and a symmetric stable process

We prove quantitative pathwise stability estimates for one-dimensional stochastic differential equations driven by a common Brownian motion and a common symmetric $\alpha$-stable process, where $\alpha\in(1,2)$. The comparison is made under a synchronous coupling and is measured by $\sup_{0\le t\le T}\mathbb E|X_t-\wt...

Takuya Nakagawa, Ryoichi Suzuki · 0 citations

Preprint Aug 2026

Existence of densities and atoms for the running maximum of time-inhomogeneous jump diffusions

We prove absolute continuity of the running maximum $X^{\ast}_T=\sup_{0\leq s\leq T}X_s$ of one-dimensional time-inhomogeneous L\'evy--It\^o diffusions driven by a Brownian motion and an independent non-truncated pure-jump L\'evy process. Using Bismut's directional Malliavin calculus on the Wiener--Poisson space togeth...

Takuya Nakagawa, Ryoichi Suzuki · 0 citations