Windings of the stable Kolmogorov process

zbMath1329.60124arXiv1407.1597MaRDI QIDQ5248330

Christophe Profeta, Thomas Simon

Publication date: 7 May 2015

Full work available at URL: https://arxiv.org/abs/1407.1597

zbMATH Keywords

harmonic measurehitting timeintegrated processstable Lévy processwindingsalmost sure limit velocitystable Kolmogorov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Stable stochastic processes (60G52) Boundary theory for Markov processes (60J50)

Related Items (6)

Stable windings at the origin ⋮ Cramér's estimate for stable processes with power drift ⋮ On the supremum of products of symmetric stable processes ⋮ Persistence and exit times for some additive functionals of skew Bessel processes ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ Persistence Probabilities and Exponents

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