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 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.
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}
}