English

On the harmonic measure of stable processes

Probability 2015-01-19 v1

Abstract

Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval.

Keywords

Cite

@article{arxiv.1501.03926,
  title  = {On the harmonic measure of stable processes},
  author = {Christophe Profeta and Thomas Simon},
  journal= {arXiv preprint arXiv:1501.03926},
  year   = {2015}
}