Hitting times of points and intervals for symmetric L\'{e}vy processes
Probability
2016-12-02 v1
Abstract
For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are obtained under some weak type scaling assumptions on the characteristic exponent of the process. We apply these results to prove optimal estimates of the transition density of the process killed after hitting B.
Keywords
Cite
@article{arxiv.1501.04639,
title = {Hitting times of points and intervals for symmetric L\'{e}vy processes},
author = {Tomasz Grzywny and Michał Ryznar},
journal= {arXiv preprint arXiv:1501.04639},
year = {2016}
}
Comments
39 pages