Asymptotic behaviour of the distribution density of some Lévy functionals in Rⁿ

V. Knopova
Theory of Stochastic Processes
Vol.17 (33), no.2, 2011, pp.35-54
The paper is devoted to the asymptotic behaviour of the distribution density of some Lévy functionals in Rⁿ. We generalize the results obtained in [18] for the case when θ(t)+‖x‖ → ∞, where θ(t) is some "scaling" function, and (t, x) belong to a suitable domain of R₊ × Rⁿ.