On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes

2008/11/13 by Kouji Yano, Yano, Kouji, Yuko Yano +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.0811.2046

openalex publication_date 2008/11/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Lévy processes. Itô's excursion theory plays a key role in this study.

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• Infinite divisibility of α-Cauchy distributions

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