Exact asymptotic for distribution densities of Lévy functionals (Q428523)
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scientific article; zbMATH DE number 6049108
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| English | Exact asymptotic for distribution densities of Lévy functionals |
scientific article; zbMATH DE number 6049108 |
Statements
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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