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arXiv · 1307.0270

Barriers, exit time and survival probability for unimodal Lévy processes

Krzysztof Bogdan·Tomasz Grzywny·Michał Ryznar
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Abstract

We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal Lévy processes

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Krzysztof Bogdan, Tomasz Grzywny, Michał Ryznar. 2013-11-20. Barriers, exit time and survival probability for unimodal Lévy processes. https://arxiv.org/abs/1307.0270

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