On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes

Kouji Yano; Yuko Yano; Marc Yor

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arXiv · 0811.2046

On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes

Kouji Yano·Yuko Yano·Marc Yor

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Abstract

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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Kouji Yano, Yuko Yano, Marc Yor. 2008-11-13. On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes. https://arxiv.org/abs/0811.2046

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