On exit time of stable processes

DOI10.1016/j.spa.2011.10.004zbMath1230.60051arXiv1103.4251OpenAlexW2079657676MaRDI 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 timestable process

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Related Items

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

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