Hitting times of points and intervals for symmetric Lévy processes (Q526992): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | Hitting times of points and intervals for symmetric Lévy processes |
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Hitting times of points and intervals for symmetric Lévy processes (English)
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15 May 2017
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The authors provide in this work some sharp estimates on the tail function \(P^x\,(T_B>t)\) of the hitting time of a point or an interval by a symmetric Lévy process, under some scaling-type assumption on the characteristic exponent. Applications to boundary behaviour of harmonic functions and two-sided estimates for the heat kernel of killed Lévy processes are given.
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symmetric Lévy process
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Lévy-Khintchine exponent
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hitting time
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Harnack inequality
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Dirichlet heat kernel
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