Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes

Yasuki Isozaki

Stochastic Processes and their Applications, 2011, vol. 121, issue 8, 1749-1769

Abstract: Let (X(t),Y(t)) be a symmetric [alpha]-stable Lévy process on with 1

Keywords: Fluctuation; identities; in; two; dimension; Two-dimensional; stable; processes; First; hitting; distribution; Local; time (search for similar items in EconPapers)
Date: 2011
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