Year: 2025
Type: preprint
Abstract: Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $\alpha$-stable process in $\mathbb{R}^d$ 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 $\alpha$-stable process.
Source: arXiv (Cornell University)
Author: Ryznar, Michal
Institution: Wrocław University of Science and Technology
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6979298750
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