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

TitleOn the distribution of a rotationally invariant α-stable process at the hitting time of a given hyperplane
Publication TypeJournal Article
Year of Publication2018
AuthorsOsypchuk, MM, Portenko, MI
Abbreviated Key TitleDopov. Nac. akad. nauk Ukr.
Date Published12/2018
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 $1 < \alpha \leqslant 2$ is considered.
Keywordshitting time, local time, resolvent kernel, α-stable process
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