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arXiv · 2602.09342

Hitting Probabilities of Finite Points for One-Dimensional L\'{e}vy Processes

Kohki Iba
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Abstract

For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the $Q$-matrix of the trace process on the finite set. These formulas involve solely the renormalized zero resolvent.

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Kohki Iba. 2026-02-10. Hitting Probabilities of Finite Points for One-Dimensional L\'{e}vy Processes. https://doi.org/10.1016/j.spl.2026.110954

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