First hitting time of the integer lattice by symmetric stable processes

DOI10.1016/j.spl.2014.12.013zbMath1328.60121OpenAlexW1982984581MaRDI QIDQ2018618

Yasuki Isozaki

Publication date: 24 March 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.12.013

zbMATH Keywords

Poisson summation formulafirst hitting timesymmetric stable processes

Mathematics Subject Classification ID

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

Related Items (1)

The first hitting time of the integers by symmetric Lévy processes

Cites Work

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• Hitting times and potentials for recurrent stable processes
• On analytic characteristic functions
• On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes

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