Asymptotical properties of distributions of isotropic Lévy processes
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DOI: 10.1016/j.spa.2017.09.017
Abstract: In this paper, we establish the precise asymptotics of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2.… read more here.
Keywords: psi; psi psi; asymptotical properties; distributions isotropic ... See more keywords