Exact asymptotic for distribution densities of Lévy functionals (Q428523): Difference between revisions
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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 | |||
| Property / zbMATH DE Number: 6049108 / rank | |||
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Lévy process | |||
| Property / zbMATH Keywords: Lévy process / rank | |||
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Lévy driven Ornstein-Uhlenbeck process | |||
| Property / zbMATH Keywords: Lévy driven Ornstein-Uhlenbeck process / rank | |||
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transition distribution density | |||
| Property / zbMATH Keywords: transition distribution density / rank | |||
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saddle point method | |||
| Property / zbMATH Keywords: saddle point method / rank | |||
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Laplace method | |||
| Property / zbMATH Keywords: Laplace method / rank | |||
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Revision as of 23:19, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact asymptotic for distribution densities of Lévy functionals |
scientific article |
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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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