Unimodal Levy Processes on Bounded Lipschitz Sets
We give asymptotics near the boundary for the distribution of the first exit time of the isotropic alpha-stable Levy process on bounded Lipschitz sets in real euclidean space. These asymptotics bear some relation to the existence of limits in the Yaglom sense of alpha-stable processes. Our approach...
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| Language: | en_US |
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University of Oregon
2018
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| Online Access: | http://hdl.handle.net/1794/23725 |