Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154531 | Statistics & Probability Letters | 2015 | 4 Pages |
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
Yasuki Isozaki,