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2007 Exit Times of Symmetric Stable Processes from Unbounded Convex Domains
Pedro Mendez
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Electron. J. Probab. 12: 100-121 (2007). DOI: 10.1214/EJP.v12-393

Abstract

We provide several inequalities on the asymptotic behavior of the harmonic measure of the first exit position of a $d$-dimensional symmetric stable process from a unbounded convex domain. Our results on the harmonic measure will determine the asymptotic behavior of the distributions of the first exit time from the domain. These inequalities are given in terms of the growth of the inradius of the cross sections of the domain.

Citation

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Pedro Mendez. "Exit Times of Symmetric Stable Processes from Unbounded Convex Domains." Electron. J. Probab. 12 100 - 121, 2007. https://doi.org/10.1214/EJP.v12-393

Information

Accepted: 31 January 2007; Published: 2007
First available in Project Euclid: 1 June 2016

zbMATH: 1132.60071
MathSciNet: MR2280260
Digital Object Identifier: 10.1214/EJP.v12-393

Subjects:
Primary: 60J60

JOURNAL ARTICLE
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Vol.12 • 2007
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