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arxiv: 1501.03926 · v1 · pith:3LFZMSUPnew · submitted 2015-01-16 · 🧮 math.PR

On the harmonic measure of stable processes

classification 🧮 math.PR
keywords harmonicstablefinitefunctionsintervalmeasureprocessby-product
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Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval.

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