Stable processes have thorns

• Krzysztof Burdzy ^[1] ; Tadeusz Kulczycki ^[2]
  1. [1] University of Washington

     University of Washington

     Estados Unidos

     
  2. [2] University of Technology

     University of Technology

     Rusia

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 31, Nº. 1, 2003, págs. 170-194
• Idioma: inglés
• DOI: 10.1214/aop/1046294308
• Texto completo no disponible (Saber más ...)
• Resumen

  • Let X(t) be the symmetric α-stable process in \R, α∈(0,2), d ≥ 2. For f\dvtx(0,1)→(0,∞) let D(f) be the thorn {x∈\R\dvtxx1∈(0,1),\allowbreak|(x2,…,xd)| < f(x1)}. We give an integral criterion in terms of f for the existence of a random time s such that X(t) remains in X(s)+D¯¯¯¯(f) for all t∈[s,s+1).