On the harmonic measure of stable processes

Abstract : Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real Lévy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval.
Document type :
Preprints, Working Papers, ...
Complete list of metadatas

Cited literature [21 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-01104112
Contributor : Christophe Profeta <>
Submitted on : Friday, January 16, 2015 - 10:36:21 AM
Last modification on : Tuesday, August 27, 2019 - 1:48:02 PM
Long-term archiving on : Friday, September 11, 2015 - 6:54:16 AM

Files

Stable-Harm10.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01104112, version 1

Citation

Christophe Profeta, Thomas Simon. On the harmonic measure of stable processes. 2015. ⟨hal-01104112⟩

Share

Metrics

Record views

293

Files downloads

183