Exit times from cones in \(R^n\) of symmetric stable processes

zbMath1011.60023MaRDI QIDQ1850234

Pedro J. Mendez-Hernandez

Publication date: 1 January 2003

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

first exit times\(n\)-dimensional symmetric stable processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Stable stochastic processes (60G52)

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