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arxiv: math/0407262 · v1 · submitted 2004-07-15 · 🧮 math.PR

Symmetric stable processes in parabola--shaped regions

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keywords parabola--shapedstablecriticalexitexponentfirstidentifyintegrability
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We identify the critical exponent of integrability of the first exit time of rotation invariant stable L\'evy process from parabola--shaped region.

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