Barriers, exit time and survival probability for unimodal Levy processes

• 成果类型: Article
• 署名作者: Bogdan, Krzysztof; Grzywny, Tomasz; Ryznar, Micha
• 署名单位: Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences; Wroclaw University of Science & Technology
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-014-0568-6
• 发表日期: 2015
• 页码: 155-198
• 关键词: boundary harnack principle; potential-theory; harmonic-functions; jump-processes; kernel; INEQUALITY; GROWTH; hardy

摘要

We give superharmonic functions and derive sharp bounds for the expected exit time and probability of survival for isotropic unimodal L,vy processes in smooth domains.