On the distribution of a rotationally invariant α-stable process at the hitting time of a given hyperplane
DOI:
https://doi.org/10.15407/dopovidi2018.12.014Keywords:
hitting time, local time, resolvent kernel, α-stable processAbstract
We find out an explicit formula for the distribution of a rotationally invariant α-stable process at that moment of time, when it hits a given hyperplane for the first time. The case of 1<α⩽2 is considered.
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