On the Laws of First Hitting Times of Points for One-dimensional Symmetric Stable Levy Processes

被引：21

作者：

Yano, Kouji ^{[1
]}

Yano, Yuko ^{[2
]}

Yor, Marc ^{[2
,3
]}

机构：

[1] Kobe Univ, Grad Sch Sci, Dept Math, Kobe, Hyogo, Japan

[2] Kyoto Univ, Math Sci Res Inst, Kyoto, Japan

[3] Univ Paris 06, Lab Probabilites & Modeles Aleatoires, Paris, France

来源：

SEMINAIRE DE PROBABILITES XLII | 2009年 / 1979卷

关键词：

Symmetric stable Levy process; excursion theory; first hitting times; LOCAL TIME;

D O I：

10.1007/978-3-642-01763-6_8

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Several apsects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Levy processes. Ito's excursion theory plays a key role in this study.

引用

页码：187 / 227

页数：41

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