{"paper":{"title":"On exit time of stable processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Piotr Graczyk, Tomasz Jakubowski","submitted_at":"2011-03-22T12:12:28Z","abstract_excerpt":"We study the exit time $\\tau=\\tau_{(0,\\infty)}$ for 1-dimensional strictly stable processes and express its Laplace transform at $t^\\alpha$ as the Laplace transform of a positive random variable with explicit density. Consequently, $\\tau$ satisfies some multiplicative convolution relations. For some stable processes, e.g. for the symmetric $\\frac23$-stable process, explicit formulas for the Laplace transform and the density of $\\tau$ are obtained as an application."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1103.4251","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}