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http://hdl.handle.net/123456789/5849
Title: | On the dіstrіbutіon of a rotatіonally іnvarіant -stable process at the moment when іt іs hіttіng a gіven hyperplane |
Authors: | Osypchuk, Mykhailo Portenko, Mykola |
Keywords: | α-stable process hitting time resolvent kernel local time |
Issue Date: | Dec-2018 |
Citation: | Osypchuk M.M. On the dіstrіbutіon of a rotatіonally іnvarіant -stable process at the moment when іt іs hіttіng a gіven hyperplane/ M.M. Osypchuk, M.І. Portenko// Dopov. Nac. akad. nauk Ukr. -2018. 12, -P. 14-20. (DopNAN2018) |
Abstract: | We find out an explicit formula for the distribution of a rotationally invariant α-stable process at that moment of time, when it hits a given hyperplane for the first time. The case of 1 < α <2 is considered. |
URI: | http://hdl.handle.net/123456789/5849 |
Appears in Collections: | Статті та тези (ФМІ) |
Files in This Item:
File | Description | Size | Format | |
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DopNAN2018.pdf | 166.28 kB | Adobe PDF | View/Open |
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