Bottom crossing probability for symmetric jump processes (full version)

2016/09/22 by Yuichi Shiozawa, Shiozawa, Yuichi
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR

paper · pdf · doi:10.48550/arxiv.1609.06812

Appendix B.3 is corrected. The short version (which does not include appendices) is accepted for publication in Mathematische Zeitschrift

openalex publication_date 2016/09/22 · arxiv created 2016/12/14 · arxiv updated 2016/12/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion processes on a class of (unbounded) fractals and fractal-like spaces.

Citations

• Brownian Motion and Harmonic Analysis on Sierpinski Carpets

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