Proceedings of the American Mathematical Society

Author(s): Rodrigo Bañuelos; Krzysztof Bogdan
Journal: Proc. Amer. Math. Soc. 133 (2005), 3581-3587.
MSC (2000): Primary 31B05, 60J45
Posted: June 8, 2005
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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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Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 31B05, 60J45

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, Wroclaw University of Technology, 50-370 Wroclaw, Poland
Email: bogdan@im.pwr.wroc.pl

DOI: 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
Posted: 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
Copyright of article: Copyright 2005, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.

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