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Property / author: Bartłomiej A. Siudeja / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s11118-006-9022-4 / rank
 
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Latest revision as of 09:55, 25 June 2024

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Symmetric stable processes on unbounded domains
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    Symmetric stable processes on unbounded domains (English)
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    6 December 2006
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    The author gives necessary and sufficient conditions for the expectation of a function of the exit time by a symmetric \(\alpha\)-stable process from a horn-shaped domain to be finite. The results of this paper are generalizations of earlier results contained in a paper by \textit{T. Kulczycki} and the author [Trans. Am. Math. Soc. 358, No. 11, 5025--5057 (2006; Zbl 1112.47034)] and a recent preprint by P. Mendez. The author established his main results using heat kernel estimates.
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    exit time
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    heat kernel
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    horn-shaped domain
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