Exact asymptotic for distribution densities of Lévy functionals

DOI10.1214/EJP.v16-909zbMath1245.60051arXiv0911.4683OpenAlexW2065535995MaRDI QIDQ428523

Alexei M. Kulik, Viktoria P. Knopova

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.4683

zbMATH Keywords

Laplace methodLévy processsaddle point methodLévy driven Ornstein-Uhlenbeck processtransition distribution density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Transition functions, generators and resolvents (60J35)

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