The first hitting time of the integers by symmetric Lévy processes

DOI10.1016/j.spa.2018.06.001zbMath1415.60047OpenAlexW2809864651MaRDI QIDQ1999924

Yasuki Isozaki

Publication date: 27 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2018.06.001

zbMATH Keywords

Lévy processPick functionprobabilistic potential theoryfractional linear transformations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Stable stochastic processes (60G52)

Cites Work

• First hitting time of the integer lattice by symmetric stable processes
• On analytic characteristic functions
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