On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure

DOI10.37190/0208-4147.41.1.3zbMath1483.31017arXiv1610.00358OpenAlexW3182019790MaRDI QIDQ5013231

Longmin Wang, Zbigniew Palmowski

Publication date: 29 November 2021

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.00358

zbMATH Keywords

Brownian motionexit time\(\alpha\)-self-similar process

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Probabilistic potential theory (60J45)

Cites Work

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