On the distribution of a rotationally invariant α-stable process at the hitting time of a given hyperplane

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.

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Bibliographic Details
Date:2018
Main Authors: Osypchuk, M.M., Portenko, M.I.
Format: Article
Language:English
Published: Видавничий дім "Академперіодика" НАН України 2018
Series:Доповіді НАН України
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Online Access:http://dspace.nbuv.gov.ua/handle/123456789/145817
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:On the distribution of a rotationally invariant α-stable process at the hitting time of a given hyperplane / M.M. Osypchuk, M.I. Portenko // Доповіді Національної академії наук України. — 2018. — № 12. — С. 14-20. — Бібліогр.: 12 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine