Estimates for the distribution of the first exit time of α-stable processes

Wiesław Cupała

Discussiones Mathematicae Probability and Statistics (2002)

  • Volume: 22, Issue: 1-2, page 53-59
  • ISSN: 1509-9423

Abstract

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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.

How to cite

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Wiesław Cupała. "Estimates for the distribution of the first exit time of α-stable processes." Discussiones Mathematicae Probability and Statistics 22.1-2 (2002): 53-59. <http://eudml.org/doc/287692>.

@article{WiesławCupała2002,
abstract = {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.},
author = {Wiesław Cupała},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {first exit time; α-stable processes; -stable processes},
language = {eng},
number = {1-2},
pages = {53-59},
title = {Estimates for the distribution of the first exit time of α-stable processes},
url = {http://eudml.org/doc/287692},
volume = {22},
year = {2002},
}

TY - JOUR
AU - Wiesław Cupała
TI - Estimates for the distribution of the first exit time of α-stable processes
JO - Discussiones Mathematicae Probability and Statistics
PY - 2002
VL - 22
IS - 1-2
SP - 53
EP - 59
AB - 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.
LA - eng
KW - first exit time; α-stable processes; -stable processes
UR - http://eudml.org/doc/287692
ER -

References

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  1. [1] D. Levin and M. Solomyak, Rozenblum-Lieb-Cwikel inequality for Markov generators, J. d'Anal. Math. 71 (1997), 173-193. Zbl0910.47017
  2. [2] N.T. Varopoulos, Hardy-Littlewood theory for semigroups, J. Funct. Anal. 63 (1985), 240-260. Zbl0608.47047

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