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arXiv 0811.2046math.PR
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关于一维对称稳定Lévy过程点的首中时律

On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes

Kouji Yano, Yuko Yano, Marc Yor

摘要:

研究了一维对称稳定Lévy过程点的首中时的几个方面的规律。伊藤的漂移理论在本研究中起着关键作用。

英文摘要:

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

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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