On exit time of stable processes

DOI10.1016/j.spa.2011.10.004zbMath1230.60051arXiv1103.4251MaRDI QIDQ655315

Piotr Graczyk, Tomasz Jakubowski

Publication date: 4 January 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.4251

zbMATH Keywords

exit time; stable process

Mathematics Subject Classification ID

60G52: Stable stochastic processes

Related Items

On the law of homogeneous stable functionals, Suprema of Lévy processes, On Wiener-Hopf factors for stable processes, Fluctuation theory for Lévy processes with completely monotone jumps

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