English

Hitting probabilities for L\'{e}vy processes on the real line

Probability 2019-11-15 v2

Abstract

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition 0dξ1+Reψ(ξ)<. \int_0^{\infty} \frac{d\xi}{1+\operatorname{Re} \psi(\xi)}<\infty. To this end, we first prove and then apply the global scale invariant Harnack inequality. Results are obtained under certain conditions on the characteristic exponent. We provide a wide class of L\'{e}vy processs which satisfy these assumptions.

Keywords

Cite

@article{arxiv.1911.05149,
  title  = {Hitting probabilities for L\'{e}vy processes on the real line},
  author = {Tomasz Grzywny and Łukasz Leżaj and Maciej Miśta},
  journal= {arXiv preprint arXiv:1911.05149},
  year   = {2019}
}
R2 v1 2026-06-23T12:13:36.528Z