Kuznetsov, A. - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 986-1003
We study the density of the supremum of a strictly stable Lévy process. Our first goal is to investigate convergence properties of the series representation for this density, which was established recently by Hubalek and Kuznetsov (2011) [24]. Our second goal is to investigate in more detail...
