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. 
@article{THSP_2011_17_2_a3,
     author = {V. Knopova},
     title = {Asymptotic behaviour of the distribution density of some {L\'evy} functionals in $\mathbb{ R}^n$},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {35--54},
     publisher = {mathdoc},
     volume = {17},
     number = {2},
     year = {2011},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a3/}
}
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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/