Exact asymptotic for distribution densities of Lévy functionals

DOI10.1214/EJP.v16-909zbMath1245.60051arXiv0911.4683OpenAlexW2065535995MaRDI 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

zbMATH Keywords

Laplace methodLévy processsaddle point methodLévy driven Ornstein-Uhlenbeck processtransition distribution density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Transition functions, generators and resolvents (60J35)

Related Items (16)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ Subexponential potential asymptotics with applications ⋮ Upper estimates of transition densities for stable-dominated semigroups ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ 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 ⋮ Asymptotic behavior of densities of unimodal convolution semigroups ⋮ Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators ⋮ Heat kernel asymptotics of the subordinator and subordinate Brownian motion ⋮ Estimates of densities for Lévy processes with lower intensity of large jumps ⋮ Carleman type inequalities for fractional relativistic operators ⋮ Density and tails of unimodal convolution semigroups ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Estimates of transition densities and their derivatives for jump Lévy processes ⋮ Construction and heat kernel estimates of generalstable-like Markov processes

This page was built for publication: Exact asymptotic for distribution densities of Lévy functionals