On the dіstrіbutіon of a rotatіonally іnvarіant -stable process at the moment when іt іs hіttіng a gіven hyperplane

Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/5849

Title:	On the dіstrіbutіon of a rotatіonally іnvarіant -stable process at the moment when іt іs hіttіng a gіven hyperplane
Authors:	Osypchuk, Mykhailo M Portenko, Mykola I
Keywords:	α-stable process hitting time resolvent kernel local time
Issue Date:	Dec-2018
Citation:	Osypchuk M.M. On the dіstrіbutіon of a rotatіonally іnvarіant -stable process at the moment when іt іs hіttіng a gіven hyperplane/ M.M. Osypchuk, M.І. Portenko// Dopov. Nac. akad. nauk Ukr. -2018. 12, -P. 14-20. (DopNAN2018)
Abstract:	We find out an explicit formula for the distribution of a rotationally invariant α-stable process at that moment of time, when it hits a given hyperplane for the first time. The case of 1 < α <2 is considered.
URI:	http://hdl.handle.net/123456789/5849
Appears in Collections:	Статті та тези (ФМІ)

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