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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
Main Authors: Osypchuk, M.M., Portenko, M.I.
Format: Article
Language:English
Published: Видавничий дім "Академперіодика" НАН України 2018
Series:Доповіді НАН України
Subjects:
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/145817
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