Download PDF - Estimates for the distribution of the first exit time of α-stable processesAll rights reserved. Copyright exceptions and limitations apply

ArticleOriginal scientific text

Title

Estimates for the distribution of the first exit time of α-stable processes

Authors 1

Affiliations

  1. Institute of Mathematics, University of Zielona Góra, Podgórna, 50 65-246 Zielona Góra, Poland

Abstract

The Varopoulos-Hardy-Littlewood theory and the spectral analysis are used to estimate the tail of the distribution of the first exit time of α-stable processes.

Keywords

ENG
first exit time, α-stable processes

Bibliography

  1. D. Levin and M. Solomyak, Rozenblum-Lieb-Cwikel inequality for Markov generators, J. d'Anal. Math. 71 (1997), 173-193.
  2. N.T. Varopoulos, Hardy-Littlewood theory for semigroups, J. Funct. Anal. 63 (1985), 240-260.
Discussiones Mathematicae Probability and Statistics
2002/22/1-2
Export to PBN, Opens in new tab
Pages:
53-59
Main language of publication
English
Received
2002-10-25
Published
2002

DOI: 10.7151/dmps.1031

Exact and natural sciences