Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
Probability
2019-10-29 v1
Abstract
We obtain an integral formula for the distribution of the first hitting time of the origin for one-dimensional -stable processes , where . We also find a spectral-type integral formula for the transition operators of killed upon hitting the origin. Both expressions involve exponentially growing oscillating functions, which play a role of generalised eigenfunctions for .
Keywords
Cite
@article{arxiv.1910.12821,
title = {Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin},
author = {Jacek Mucha},
journal= {arXiv preprint arXiv:1910.12821},
year = {2019}
}