Article ID Journal Published Year Pages File Type
1154531 Statistics & Probability Letters 2015 4 Pages PDF
Abstract
For one-dimensional Brownian motion, the first hitting time of a point has infinite mean while the exit time from an interval has finite exponential moments. In this note we establish its counterparts for symmetric stable processes. The Laplace transform of the first hitting time of the integer lattice is obtained.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,