Hitting times of points and intervals for symmetric Lévy processes

DOI10.1007/S11118-016-9600-ZzbMATH Open1391.60106arXiv1501.04639OpenAlexW3101761395WikidataQ59608630 ScholiaQ59608630MaRDI QIDQ526992FDOQ526992

Authors: Tomasz Grzywny, Michał Ryznar 

Publication date: 15 May 2017

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: For one-dimensional symmetric L'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are obtained under some weak type scaling assumptions on the characteristic exponent of the process. We apply these results to prove optimal estimates of the transition density of the process killed after hitting B.

Full work available at URL: https://arxiv.org/abs/1501.04639

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zbMATH Keywords

Harnack inequalityhitting timeDirichlet heat kernelsymmetric Lévy processLévy-Khintchine exponent

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Boundary theory for Markov processes (60J50)

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