Estimates for the distribution of the first exit time of α-stable processes
Wiesław Cupała
Discussiones Mathematicae Probability and Statistics, Tome 22 (2002), p. 53-59 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 2002-01-01
EUDML-ID : urn:eudml:doc:287692 
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     title = {Estimates for the distribution of the first exit time of $\alpha$-stable processes},
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     volume = {22},
     year = {2002},
     pages = {53-59},
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Wiesław Cupała. Estimates for the distribution of the first exit time of α-stable processes. Discussiones Mathematicae Probability and Statistics, Tome 22 (2002) pp. 53-59. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1031/

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