Fatou's Theorem for censored stable processes
نویسندگان
چکیده
منابع مشابه
Censored Stable Processes
We present several constructions of a “censored stable process” in an open set D ⊂ R, i.e., a symmetric stable process which is not allowed to jump outside D. We address the question of whether the process will approach the boundary of D in a finite time—we give sharp conditions for such approach in terms of the stability index α and the “thickness” of the boundary. As a corollary, new results ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2003
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(03)00091-7