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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| Date: | 2018 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Видавничий дім "Академперіодика" НАН України
2018
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| Series: | Доповіді НАН України |
| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.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. |