Exact asymptotic for distribution densities of Lévy functionals (Q428523): Difference between revisions
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Revision as of 01:29, 9 December 2024
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English | 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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