The first exit time of a two-dimensional symmetric stable process from a wedge

DOI10.1214/AOP/1176990735MaRDI QIDQ921722zbMATH OpenOpenAlexFDO

Authors Richard Dante DeBlassie

Publication date 1990

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990735

zbMATH Keywords

Brownian motionBessel processsymmetric stable process exit time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic processes (60G99)

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Cited in

(16)

• Extension technique for complete Bernstein functions of the Laplace operator
• The Cauchy process and the Steklov problem
• Stable Lévy processes in a cone
• Symmetric stable processes in parabola–shaped regions
• Yaglom limit for stable processes in cones
• On extension problem, trace Hardy and Hardy's inequalities for some fractional Laplacians
• Windings of planar stable processes
• What is the fractional Laplacian? A comparative review with new results
• Martin kernel for fractional Laplacian in narrow cones
• $\alpha $-continuity properties of the symmetric $\alpha $-stable process
• Some remarks on boundary operators of Bessel extensions
• Higher order PDEs and symmetric stable processes
• On concavity of solutions of the Dirichlet problem for the equation \((-\Delta)^{1/2} \varphi = 1\) in convex planar regions
• Ten equivalent definitions of the fractional Laplace operator
• Caloric functions and boundary regularity for the fractional Laplacian in Lipschitz open sets
• Random Walk Analysis in Antagonistic Stochastic Games

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