On the Distribution of First Hits for the Symmetric Stable Processes

From MaRDI portal
Publication:5728797

DOI10.2307/1993561zbMath0118.13005OpenAlexW4244172804MaRDI QIDQ5728797

Daniel Ray, R. M. Blumenthal, Ronald Getoor

Publication date: 1961

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1993561



Related Items

Numerical methods for nonlocal and fractional models, Symmetric stable processes in parabola–shaped regions, A bidirectional hitting probability for the symmetric Hunt processes, Maximum principles for Laplacian and fractional Laplacian with critical integrability, A growth-fragmentation model connected to the ricocheted stable process, Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks, The First Hitting Distribution of a Sphere for Symmetric Stable Processes, Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes, Monotonicity and nonexistence results for some fractional elliptic problems in the half-space, Fractional Gaussian fields: a survey, A Two-Sided Absorption Problem, Revisiting Lévy flights on bounded domains: a Fock space approach, Deterministic force-free resonant activation, First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions, On the Harmonic Measure of Stable Processes, Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach, General gauge and conditional gauge theorems, Stable processes have thorns, Global comparison of perturbed Green functions, Fractional Laplace operator and Meijer G-function, Symmetric stable processes stay in thick sets., The Cauchy process and the Steklov problem, A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions, Stable windings at the origin, Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises, Exit time of a hyperbolic \(\alpha\)-stable process from a halfspace or a ball, Analytical estimation for the impulse response of an n-dimensional diffusion channel with an absorbing receiver, Growth-fragmentation process embedded in a planar Brownian excursion, Fractional elliptic problems with nonlinear gradient sources and measures, Gradient estimates of \(q\)-harmonic functions of fractional Schrödinger operator, First passage time moments of asymmetric Lévy flights, Spectral gap for stable process on convex planar double symmetric domains, Boundary Harnack principle and gradient estimates for fractional Laplacian perturbed by non-local operators, Intrinsic ultracontractivity for stable semigroups on unbounded open sets, Green function and Martin kernel for higher-order fractional Laplacians in balls, Monotonicity-based inversion of fractional semilinear elliptic equations with power type nonlinearities, Integral representation of solutions to higher-order fractional Dirichlet problems on balls, Intrinsic ultracontractivity and conditional gauge for symmetric stable processes, Potentials of Stable Processes, On fractional higher-order Dirichlet boundary value problems: Between the Laplacian and the bilaplacian, Boggio's formula for fractional polyharmonic Dirichlet problems, Entire large solutions of semilinear equations involving the fractional Laplacian, Estimates of the Green function for the fractional Laplacian perturbed by gradient, Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process, On a new Kato class and positive solutions of Dirichlet problems for the fractional Laplacian in bounded domains, Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices, On the mean value property of fractional harmonic functions, Some observations on the Green function for the ball in the fractional Laplace framework, The Dirichlet problem for nonlocal elliptic operators with $C^{0,\alpha }$ exterior data, On Kelvin transformation, A new look at the fractional Poisson problem via the logarithmic Laplacian, Explicit identities for Lévy processes associated to symmetric stable processes, Global heat kernel estimates for fractional Laplacians in unbounded open sets, Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity, Fractional \(P(\phi)_1\)-processes and Gibbs measures, Heat kernel estimates for the fractional Laplacian with Dirichlet conditions, Boundary Harnack principle for symmetric stable processes, Existence and shape of the least energy solution of a fractional Laplacian, What is the fractional Laplacian? A comparative review with new results, Remarks on the nonlocal Dirichlet problem, Asymptotically optimal discretization of hedging strategies with jumps, Multiple solutions for Dirichlet nonlinear BVPs involving fractional Laplacian, Higher-order fractional Laplacians: An overview, The nonlocal mean-field equation on an interval, Escape from bounded domains driven by multivariateα-stable noises, Kelvin transform for α-harmonic functions in regular domains, On the solution of two-sided fractional ordinary differential equations of Caputo type, Trace estimates for stable processes, Yaglom limit for stable processes in cones, Nonnegative entire bounded solutions to some semilinear equations involving the fractional Laplacian, Ten equivalent definitions of the fractional Laplace operator, Monotonicity of solutions for some nonlocal elliptic problems in half-spaces, Estimates and structure of \(\alpha\)-harmonic functions, Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach, Stochastic differential equations driven by stable processes for which pathwise uniqueness fails, Green function estimates for relativistic stable processes in half-space-like open sets, Comparison results and steady states for the Fujita equation with fractional Laplacian., Hitting half-spaces by Bessel-Brownian diffusions, Asymptotic results for time-changed Lévy processes sampled at hitting times, Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes, Harnack's inequality for stable Lévy processes, Intrinsic ultracontractivity for Schrödinger operators based on fractional Laplacians, Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes, Comparison and regularity results for the fractional Laplacian via symmetrization methods, On the potential theory of one-dimensional subordinate Brownian motions with continuous components, On the shape of the ground state eigenfunction for stable processes, Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes, A free boundary characterisation of the root barrier for Markov processes, Entire $s$-harmonic functions are affine, The extremal solution for the fractional Laplacian, Stable processes conditioned to avoid an interval, Occupation time theorems for one-dimensional random walks and diffusion processes in random environments, On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations, Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin, Some explicit identities associated with positive self-similar Markov processes, Continuous additive functionals of a Markov process with applications to processes with independent increments, Hitting times and potentials for recurrent stable processes, Self-similar solutions for a fractional thin film equation governing hydraulic fractures, Lévy noise-driven escape from arctangent potential wells, Green function for gradient perturbation of unimodal Lévy processes in the real line, A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue, Bessel potentials, hitting distributions and Green functions, Martin boundary and integral representation for harmonic functions of symmetric stable processes, Uniform measure results for the image of subsets under Brownian motion, On the closability of Dirichlet forms, Existence and multiplicity results for Dirichlet problem with fractional Laplacian and nonlinearity, Counting and Partition Function Asymptotics for Subordinate Killed Brownian Motion, On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes, On the ground state solution of a fractional Schrödinger equation, Priors leading to well-behaved Coulomb and Riesz gases versus zeroth-order phase transitions -- a potential-theoretic characterization, Stable Lévy processes in a cone, Extremals for fractional Moser-Trudinger inequalities in dimension 1 via harmonic extensions and commutator estimates, Entrance and exit at infinity for stable jump diffusions, The fractional Laplacian as a limiting case of a self-similar spring model and applications to \(n\)-dimensional anomalous diffusion, Unnamed Item, Competing power problem involving the half Laplacian