Exact asymptotic for distribution densities of Lévy functionals
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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
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