Asymptotic behaviour of the distribution density of some Lévy functionals in R^n

MaRDI QIDQ2896754zbMATH OpenFDO

Authors V. Knopova

Publication date 16 July 2012

Published in Theory of Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

saddle pointLaplace methoddistribution densityLévy processLévy functional

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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Cited in

(5)

• Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\)
• Spatial asymptotics at infinity for heat kernels of integro-differential operators
• Subexponential potential asymptotics with applications
• Exact asymptotic for distribution densities of Lévy functionals
• Asymptotical properties of distributions of isotropic Lévy processes

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