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.

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Publication Details

Journal
ArXiv.org
Published
2025-03-15
Primary Topic
Stochastic processes and statistical mechanics
Type
article
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article

On the mean exit time from a ball for a symmetric stable process

ArXiv.org
Stochastic processes and statistical mechanics
article

On the mean exit time from a ball for a symmetric stable process

article en

Abstract

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.

ArXiv.org
Wrocław University of Science and Technology (PL), AGH University of Krakow (PL)
Openalex Percentile: Top 45%
Stochastic processes and statistical mechanics
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On the mean exit time from a ball for a symmetric stable process · ArXiv.org (2025) | TGRS Research Map | TGRS