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

zbMATH Open1249.60095MaRDI QIDQ2896754FDOQ2896754

Authors: V. Knopova 

Publication date: 16 July 2012

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

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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)

Cited In (5)

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

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