Geodesic
Asymptotic behaviour of the distribution density of some L\'evy functionals in $\mathbb{ R}^n$
Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 35-54.

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The paper is devoted to the asymptotic behaviour of the distribution density of some Lévy functionals in $\mathbb{R}^n$. We generalize the results obtained in [18] for the case when $\theta(t)+ \|x\|\to\infty$, where $\theta(t)$ is some "scaling" function, and $(t,x)$ belong to a suitable domain of $\mathbb{R}_+\times \mathbb{R}^n$.
Keywords: Lévy process, Lévy functionals, distribution density, saddle point method, Laplace method. 
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V. Knopova. Asymptotic behaviour of the distribution density of some L\'evy functionals in $\mathbb{ R}^n$. Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 35-54. http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a3/

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