On the mean exit time from a ball for a symmetric stable process
Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $\alpha$-stable process in $\mathbb{R}^d$ starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the same formula is valid for any symmetric $\alpha$-stable process.
Institutions
- Wrocław University of Science and Technology (PL)
- AGH University of Krakow (PL)
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-03-15
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 0.00