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arXiv · 2503.12272

On the mean exit time from a ball for a symmetric stable process

Michal Ryznar
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Abstract

Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $\alpha$-stable process in $\mathbb{R}^d$ starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the same formula is valid for any symmetric $\alpha$-stable process.

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Michal Ryznar. 2025-03-15. On the mean exit time from a ball for a symmetric stable process. https://arxiv.org/abs/2503.12272

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