On the mean exit time from a ball for a symmetric stable process
Probability
2025-03-18 v1
Abstract
Getoor in [3] calculated the mean exit time from a ball for the standard isotropic -stable process in starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the same formula is valid for any symmetric -stable process.
Cite
@article{arxiv.2503.12272,
title = {On the mean exit time from a ball for a symmetric stable process},
author = {Michal Ryznar},
journal= {arXiv preprint arXiv:2503.12272},
year = {2025}
}