Symmetric stable processes on unbounded domains
The author gives necessary and sufficient conditions for the expectation of a function of the exit time by a symmetric \(\alpha\)-stable process from a horn-shaped domain to be finite. The results of this paper are generalizations of earlier results contained in a paper by \textit{T. Kulczycki} and the author [Trans. Am. Math. Soc. 358, No. 11, 5025--5057 (2006; Zbl 1112.47034)] and a recent preprint by P. Mendez. The author established his main results using heat kernel estimates.
scientific article; zbMATH DE number 5077653