Barriers, exit time and survival probability for unimodal L\'evy processes
Probability
2013-11-21 v2 Analysis of PDEs
Abstract
We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal L\'evy processes
Keywords
Cite
@article{arxiv.1307.0270,
title = {Barriers, exit time and survival probability for unimodal L\'evy processes},
author = {Krzysztof Bogdan and Tomasz Grzywny and Michał Ryznar},
journal= {arXiv preprint arXiv:1307.0270},
year = {2013}
}
Comments
33 pages, 1 figure, minor additions and editorial changes