scientific article; zbMATH DE number 2052896

MaRDI QIDQ4454529zbMATH OpenFDO

Authors Wiesław Cupała

Publication date 8 March 2004

zbMATH Keywords

first exit time\(\alpha\)-stable processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

Cited in

(4)

• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
• On exit time of stable processes
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes
• Exit time of a hyperbolic \(\alpha\)-stable process from a halfspace or a ball

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