The first hitting distribution of a sphere for symmetric stable processes
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- by Sidney C. Port
- Trans. Amer. Math. Soc. 135 (1969), 115-125
- DOI: https://doi.org/10.1090/S0002-9947-1969-0233426-7
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References
- R. M. Blumenthal and R. K. Getoor, Markov processes and potential theory, Pure and Applied Mathematics, Vol. 29, Academic Press, New York-London, 1968. MR 0264757
- R. M. Blumenthal and R. K. Getoor, Local times for Markov processes, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 3 (1964), 50–74. MR 165569, DOI 10.1007/BF00531683
- R. M. Blumenthal, R. K. Getoor, and D. B. Ray, On the distribution of first hits for the symmetric stable processes, Trans. Amer. Math. Soc. 99 (1961), 540–554. MR 126885, DOI 10.1090/S0002-9947-1961-0126885-4
- A. Erdélyi, W. Magnus, F. Oberhettinger, and F. G. Tricomi, Tables of integral transforms. Vol. I, McGraw-Hill Book Co., Inc., New York-Toronto-London, 1954. Based, in part, on notes left by Harry Bateman. MR 0061695 —, Higher transcendental functions, Vol. I, McGraw-Hill, New York, 1953. K. Ito and H. P. McKean, Jr., Diffusion processes and their sample paths, Springer-Verlag, Berlin, 1965.
- Sidney C. Port, Hitting times and potentials for recurrent stable processes, J. Analyse Math. 20 (1967), 371–395. MR 217877, DOI 10.1007/BF02786681 M. Riesz, Intégrales de Riemann-Liouville et potentiels, Acta Sci. Math. (Szeged) 9 (1938), 1-42.
Bibliographic Information
- © Copyright 1969 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 135 (1969), 115-125
- MSC: Primary 60.62
- DOI: https://doi.org/10.1090/S0002-9947-1969-0233426-7
- MathSciNet review: 0233426