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arXiv:1307.0270 [math.PR]AbstractReferencesReviewsResources

Barriers, exit time and survival probability for unimodal Lévy processes

Krzysztof Bogdan, Tomasz Grzywny, Michał Ryznar

Published 2013-07-01, updated 2013-11-20Version 2

We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal L\'evy processes

Comments: 33 pages, 1 figure, minor additions and editorial changes
Categories: math.PR, math.AP
Subjects: 31B25, 60J50, 60J75, 60J35
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