The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes

DOI10.1016/j.spa.2007.02.007zbMath1132.60044OpenAlexW2008450553MaRDI QIDQ2381973

Tomasz Jakubowski

Publication date: 26 September 2007

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

Full work available at URL: https://doi.org/10.1016/j.spa.2007.02.007

zbMATH Keywords

Ornstein-Uhlenbeck processexit time\(\alpha\)-stable process

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Related Items (9)

Stable semigroups on homogeneous trees and hyperbolic spaces ⋮ Martin representation and relative Fatou theorem for fractional Laplacian with a gradient perturbation ⋮ Estimates of the Green function for the fractional Laplacian perturbed by gradient ⋮ Time-dependent gradient perturbations of fractional Laplacian ⋮ Estimates of gradient perturbation series ⋮ Estimates of heat kernel of fractional Laplacian perturbed by gradient operators ⋮ FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES ⋮ On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes ⋮ Green function for gradient perturbation of unimodal Lévy processes in the real line

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