scientific article; zbMATH DE number 2052896

zbMATH Open1036.60042MaRDI QIDQ4454529FDOQ4454529

Wiesław Cupała

Publication date: 8 March 2004

Title of this publication is not available (Why is that?)

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)

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

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