First hitting time of the integer lattice by symmetric stable processes

Yasuki Isozaki

Statistics & Probability Letters, 2015, vol. 98, issue C, 50-53

Abstract: For one-dimensional Brownian motion, the first hitting time of a point has infinite mean while the exit time from an interval has finite exponential moments. In this note we establish its counterparts for symmetric stable processes. The Laplace transform of the first hitting time of the integer lattice is obtained.

Keywords: Symmetric stable processes; Hitting time; Poisson summation formula (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715214004167
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:98:y:2015:i:c:p:50-53

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2014.12.013

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().