Mid-concavity of survival probability for isotropic Lévy processes

DOI10.1214/16-ECP4591zbMath1338.60128arXiv1509.08635MaRDI QIDQ287822

Tadeusz Kulczycki

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08635

zbMATH Keywords

concavityLévy processsurvival probabilityexit timefirst eigenfunction

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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