Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) (Q2896754)

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scientific article; zbMATH DE number 6056482
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    Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\)
    scientific article; zbMATH DE number 6056482

      Statements

      16 July 2012
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      Lévy process
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      Lévy functional
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      distribution density
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      saddle point
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      Laplace method
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      Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) (English)
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