Exact asymptotic for distribution densities of Lévy functionals (Q428523): Difference between revisions

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Property / author: Viktoria P. Knopova / rank
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Property / author: Viktoria P. Knopova / rank
 
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Property / Mathematics Subject Classification ID: 60G51 / rank
 
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Property / Mathematics Subject Classification ID: 60J35 / rank
 
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Property / Mathematics Subject Classification ID: 60G22 / rank
 
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Property / zbMATH DE Number: 6049108 / rank
 
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Lévy process
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Lévy driven Ornstein-Uhlenbeck process
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transition distribution density
Property / zbMATH Keywords: transition distribution density / rank
 
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saddle point method
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Laplace method
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Latest revision as of 11:54, 30 July 2024

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Exact asymptotic for distribution densities of Lévy functionals
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    Exact asymptotic for distribution densities of Lévy functionals (English)
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    22 June 2012
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    Lévy process
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    Lévy driven Ornstein-Uhlenbeck process
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    transition distribution density
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    saddle point method
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    Laplace method
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