Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Joint density of a stable process and its supremum: regularity and upper
  bounds   This article develops integration-by-parts formulae for the joint law of a
stable process and its supremum at a fixed time. The argument rests on a
multilevel representation for the joint law and uses ideas from Malliavin
calculus, the theory of convex majorants for stable processes and the
Chambers-Mallows-Stuck representation for stable laws. As our main application,
we prove that an infinitely differentiable joint density exists and establish
upper bounds (on the entire support of the joint law) for this density and its
partial derivatives of any order.

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The categories of this paper are: cond-mat
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The categories of this paper are: nlin
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The categories of this paper are: hep-ex
14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
17
The categories of this paper are: q-fin
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The categories of this paper are: adap-org
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The categories of this paper are: gr-qc
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The categories of this paper are: hep-lat
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The categories of this paper are: stat
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The categories of this paper are: patt-sol
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The categories of this paper are: physics
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The categories of this paper are: cs
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The categories of this paper are: plasm-ph
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The categories of this paper are: supr-con
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The categories of this paper are: eess