The first exit time of a two-dimensional symmetric stable process from a wedge

DOI10.1214/aop/1176990735zbMath0709.60075OpenAlexW2101884780MaRDI QIDQ921722

Richard Dante DeBlassie

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990735

zbMATH Keywords

Bessel processBrownian motionsymmetric stable process exit time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic processes (60G99)

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