On some relations between the harmonic measure and the Lévy measure for a certain class of Markov processes
نویسندگان
چکیده
منابع مشابه
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15 صفحه اولOn the harmonic measure of stable processes
Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real Lévy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and descr...
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ژورنال
عنوان ژورنال: Kyoto Journal of Mathematics
سال: 1962
ISSN: 2156-2261
DOI: 10.1215/kjm/1250524975