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On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes

  • Kouji YanoEmail author
  • Yuko Yano
  • Marc Yor
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 1979)

Abstract

Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Lévy processes. Itô’s excursion theory plays a key role in this study.

Keywords

Symmetric stable Lévy process excursion theory first hitting times 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  1. 1.Department of MathematicsGraduate School of Science, Kobe UniversityKobeJapan
  2. 2.Research Institute for Mathematical Sciences, Kyoto UniversityKyotoJapan
  3. 3.Laboratoire de Probabilités et Modéles Aléatoires, Université Paris VIParisFrance
  4. 4.Institut Universitaire de FranceFrance

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