Stable processes with drift on the line

Port, Sidney C.

doi:10.1090/S0002-9947-1989-0997680-9

Stable processes with drift on the line
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by Sidney C. Port PDF

Trans. Amer. Math. Soc. 313 (1989), 805-841 Request permission

Abstract:

The stable processes on the line having a drift are investigated. Except for the symmetric Cauchy processes with drift these are all transient and points are nonpolar sets. Explicit information about the potential kernel is obtained and this is used to obtain specific results about hitting times and places for various sets.

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