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    Stable processes have thorns 

    Burdzy, Krzysztof; Kulczycki, Tadeusz (Institute of Mathematical Statistics, 2003-01)
    Let X(t) be the symmetric [alpha]-stable process in R [to the power of] d, [alpha is an element of the set] (0, 2), d [is greater than or equal to] 2. For f : (0, 1) [approaching] (0,[infinity]) let D(f) be the thorn {x [is an element of the set] R [to the power of] d : x [subscript]1 [is an element of the set] (0, 1), |(x ...
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    Censored stable processes 

    Burdzy, Krzysztof; Bogdan, Krzysztof; Chen, Zhen-Qing (Springer-Verlag GmbH, 2003-09)
    We present several constructions of a "censored stable process" in an open set D [is an element of the subset] R [to the power of] n, i.e., a symmetric stable process which is not allowed to jump outside D. We address the question of whether the process will approach the boundary of D in a finite time—we give sharp conditions ...

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    Burdzy, Krzysztof (2)
    Bogdan, Krzysztof (1)Chen, Zhen-Qing (1)Kulczycki, Tadeusz (1)SubjectBesov spaces (1)boundary (1)Harnack principle (1)local properties of trajectories (1)stable process (1)symmetric stable process (1)thorn points (1)thorns (1)... View MoreDate Issued
    2003 (2)

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