scientific article; zbMATH DE number 6308150

MaRDI QIDQ4981676zbMATH OpenFDO

Authors Piotr Graczyk, Tomasz Jakubowski

Publication date 24 June 2014

zbMATH Keywords

\(\alpha\)-stable processesexit timeLaguerre stochastic processesLévy processOrnstein-Uhlenbeck diffusionPoisson kernelradial Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Stochastic integrals (60H05) Probabilistic potential theory (60J45) Diffusion processes (60J60)

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(3)

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