First exit distribution and path continuity of Hunt processes

DOI10.1007/S11766-009-2030-6zbMath1212.60059OpenAlexW2089764198MaRDI QIDQ603177

Xusheng Kang, Min-Zhi Zhao, Hui-Zeng Zhang

Publication date: 5 November 2010

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-009-2030-6

zbMATH Keywords

Brownian motionLévy processHunt processfirst exit left limit distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Cites Work

• Exit distribution leaving a ball from the center and Brownian motion

This page was built for publication: First exit distribution and path continuity of Hunt processes