Exact asymptotic for distribution densities of Lévy functionals (Q428523): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/EJP.V16-909 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/EJP.V16-909 / rank | |||
Normal rank | |||
Latest revision as of 17:18, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact asymptotic for distribution densities of Lévy functionals |
scientific article |
Statements
Exact asymptotic for distribution densities of Lévy functionals (English)
0 references
22 June 2012
0 references
Lévy process
0 references
Lévy driven Ornstein-Uhlenbeck process
0 references
transition distribution density
0 references
saddle point method
0 references
Laplace method
0 references
