Let $Y = \max\{0,Y^\*\}$, where $Y^\*$ follows a continuous distribution. I found in the paper which I am reading that 

$$
f\_{Y,Y^\*}(Y, Y^\*) = I(Y = Y^\*)f\_{Y^\*}(Y^\*),
$$
where $I(\cdot)$ is an indicator function. I do not know how to derive this expression. If I use the Bayes rule, I get

$$
f\_{Y,Y^\*}(Y, Y^\*) = f\_{Y|Y^\*}(Y|Y^\*)f\_{Y^\*}(Y^\*),
$$
but I do not know how to deal with this object.