On the exit time of alpha-stable process

• Autorzy: Lewandowski M.
• Języki publikacji: EN

Abstrakty

EN

In this paper we investigate the probability that α-stable Lévy process stays in convex body up to time t. This can be optimally estimated from below by the same probability but of the rotationally invariant process.

Słowa kluczowe

EN

symmetric stable process; exit time

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2003
• Tom: Vol. 23, Fasc. 1
• Strony: 209--215
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Lewandowski M.

• Institute of Mathematics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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