Estimates for the distribution of the first exit time of α-stable processes
Discussiones Mathematicae. Probability and Statistics, Tome 22 (2002) no. 1-2, pp. 53-59
The Varopoulos-Hardy-Littlewood theory and the spectral analysis are used to estimate the tail of the distribution of the first exit time of α-stable processes.
Keywords:
first exit time, α-stable processes
@article{DMPS_2002_22_1-2_a4,
author = {Cupa{\l}a, Wies{\l}aw},
title = {Estimates for the distribution of the first exit time of \ensuremath{\alpha}-stable processes},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {53--59},
year = {2002},
volume = {22},
number = {1-2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2002_22_1-2_a4/}
}
TY - JOUR AU - Cupała, Wiesław TI - Estimates for the distribution of the first exit time of α-stable processes JO - Discussiones Mathematicae. Probability and Statistics PY - 2002 SP - 53 EP - 59 VL - 22 IS - 1-2 UR - http://geodesic.mathdoc.fr/item/DMPS_2002_22_1-2_a4/ LA - en ID - DMPS_2002_22_1-2_a4 ER -
Cupała, Wiesław. Estimates for the distribution of the first exit time of α-stable processes. Discussiones Mathematicae. Probability and Statistics, Tome 22 (2002) no. 1-2, pp. 53-59. http://geodesic.mathdoc.fr/item/DMPS_2002_22_1-2_a4/
[1] D. Levin and M. Solomyak, Rozenblum-Lieb-Cwikel inequality for Markov generators, J. d'Anal. Math. 71 (1997), 173-193.
[2] N.T. Varopoulos, Hardy-Littlewood theory for semigroups, J. Funct. Anal. 63 (1985), 240-260.