Exact asymptotic for distribution densities of Lévy functionals (Q428523)

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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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