Exact asymptotic for distribution densities of Lévy functionals (Q428523)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6049108
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
22 June 2012
0 references
Lévy process
0 references
Lévy driven Ornstein-Uhlenbeck process
0 references
transition distribution density
0 references
saddle point method
0 references
Laplace method
0 references
0.8133134841918945
0 references
0.7821456789970398
0 references
0.7820162177085876
0 references
0.7811651825904846
0 references
