Barriers, exit time and survival probability for unimodal L\'evy processes

Krzysztof Bogdan; Micha{\l} Ryznar; Tomasz Grzywny

arxiv: 1307.0270 · v2 · pith:LANT3YHInew · submitted 2013-07-01 · 🧮 math.PR · math.AP

Barriers, exit time and survival probability for unimodal L\'evy processes

Krzysztof Bogdan , Tomasz Grzywny , Micha{\l} Ryznar This is my paper

classification 🧮 math.PR math.AP

keywords exitprobabilityprocessessurvivaltimeunimodalbarriersbounds

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We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal L\'evy processes

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Barriers, exit time and survival probability for unimodal L\'evy processes

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