On the mean exit time from a ball for a symmetric stable process

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1. Verfasser: Ryznar, Michal
Format: Preprint
Veröffentlicht: 2025
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author Ryznar, Michal
author_facet Ryznar, Michal
contents Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $α$-stable process in $\mathbb{R}^d$ starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the same formula is valid for any symmetric $α$-stable process.
format Preprint
id arxiv_https___arxiv_org_abs_2503_12272
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the mean exit time from a ball for a symmetric stable process
Ryznar, Michal
Probability
Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $α$-stable process in $\mathbb{R}^d$ starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the same formula is valid for any symmetric $α$-stable process.
title On the mean exit time from a ball for a symmetric stable process
topic Probability
url https://arxiv.org/abs/2503.12272