First hitting time of the integer lattice by symmetric stable processes

DOI10.1016/J.SPL.2014.12.013MaRDI QIDQ2018618zbMATH OpenOpenAlexFDO

Authors Yasuki Isozaki

Publication date 24 March 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.12.013

zbMATH Keywords

first hitting timesymmetric stable processesPoisson summation formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Probabilistic potential theory (60J45)

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Cites work

• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 942202 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Hitting times and potentials for recurrent stable processes
• On analytic characteristic functions
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes

Cited in

(3)

• Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
• The first hitting time of the integers by symmetric Lévy processes

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