Symmetric stable processes in parabola--shaped regions

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We identify the critical exponent of integrability of the first exit time of rotation invariant stable Lévy process from parabola--shaped region.

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Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/71900

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0407262
 http://arxiv.org/abs/math/0407262

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arXiv