The first hitting distribution of a sphere for symmetric stable processes
نویسندگان
چکیده
منابع مشابه
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Lévy processes. Itô’s excursion theory plays a key role in this study.
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A multiplicative identity in law connecting the hitting times of completely asymmetric α−stable Lévy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute fractional moments and to get series representations for the density. We also prove that the hitting times are unimodal as soon as α ≤ 3/2. Analogous results are obta...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1969
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1969-0233426-7