Exact asymptotic for distribution densities of Lévy functionals
From MaRDI portal
Publication:428523
DOI10.1214/EJP.v16-909zbMath1245.60051arXiv0911.4683MaRDI QIDQ428523
Alexei M. Kulik, Viktoria P. Knopova
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.4683
Laplace method; Lévy process; saddle point method; Lévy driven Ornstein-Uhlenbeck process; transition distribution density
60G51: Processes with independent increments; Lévy processes
60G22: Fractional processes, including fractional Brownian motion
60J35: Transition functions, generators and resolvents
Related Items
Spatial asymptotics at infinity for heat kernels of integro-differential operators, Construction and heat kernel estimates of generalstable-like Markov processes, Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes, Subexponential potential asymptotics with applications, Asymptotic behavior of densities of unimodal convolution semigroups, Upper estimates of transition densities for stable-dominated semigroups, Estimates of heat kernels of non-symmetric Lévy processes, Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators, Estimates of transition densities and their derivatives for jump Lévy processes, Small-time sharp bounds for kernels of convolution semigroups, Heat kernel asymptotics of the subordinator and subordinate Brownian motion, Density and tails of unimodal convolution semigroups, Carleman type inequalities for fractional relativistic operators, Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$, Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion, Estimates of densities for Lévy processes with lower intensity of large jumps
