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First hitting time of the integer lattice by symmetric stable processes

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.
Year of publication:
2015
Authors: Isozaki, Yasuki
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 98.2015, C, p. 50-53
Publisher: Elsevier
Subject: Symmetric stable processes | Hitting time | Poisson summation formula
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10011189350
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