scientific article
From MaRDI portal
Publication:2772026
zbMath0986.60071MaRDI QIDQ2772026
Publication date: 18 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Stable stochastic processes (60G52) Boundary behavior of harmonic functions in higher dimensions (31B25)
Related Items
The Dirichlet problem for \(\alpha\)-harmonic functions on conical domains ⋮ On concavity of solutions of the Dirichlet problem for the equation \((-\Delta)^{1/2} \varphi = 1\) in convex planar regions ⋮ Sharp estimates of the Green function of hyperbolic Brownian motion ⋮ Symmetric stable processes on unbounded domains ⋮ Symmetric stable processes in parabola–shaped regions ⋮ Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes ⋮ Self-similar solution for fractional Laplacian in cones ⋮ Yaglom limit for stable processes in cones ⋮ On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure ⋮ Martin kernel for fractional Laplacian in narrow cones