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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Symmetric stable processes in parabola-shaped regions


Authors: Rodrigo Bañuelos and Krzysztof Bogdan
Journal: Proc. Amer. Math. Soc. 133 (2005), 3581-3587
MSC (2000): Primary 31B05, 60J45
Published electronically: June 8, 2005
MathSciNet review: 2163593
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Abstract: We identify the critical exponent of integrability of the first exit time of the rotation invariant stable Lévy process from a parabola-shaped region.


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Additional Information

Rodrigo Bañuelos
Affiliation: Department of Mathematics, Purdue University, West Lafayette, Indiana 47907-1395
Email: banuelos@math.purdue.edu

Krzysztof Bogdan
Affiliation: Institute of Mathematics, Polish Academy of Sciences, Poland – and – Institute of Mathematics, Wrocław University of Technology, 50-370 Wrocław, Poland
Email: bogdan@im.pwr.wroc.pl

DOI: http://dx.doi.org/10.1090/S0002-9939-05-07923-2
PII: S 0002-9939(05)07923-2
Keywords: Symmetric stable process, parabola, exit time, harmonic measure
Received by editor(s): June 14, 2004
Received by editor(s) in revised form: July 14, 2004
Published electronically: June 8, 2005
Additional Notes: The first author was supported in part by NSF grant # 9700585-DMS
The second author was supported in part by KBN (2P03A 041 22) and by RTN (HPRN-CT-2001-00273-HARP)
Communicated by: Richard C. Bradley
Article copyright: © Copyright 2005 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.