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Session 25. Nonlocal Phenomena: Levy processes and related operators
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Exit time and survival probability for unimodal
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Tomasz Grzywny, Wrocław University of Technology, Poland
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The basic object of interest in this talk is the expected exit time of the isotropic unimodal Lévy process from a bounded smooth domain for arbitrary starting point. We derive sharp estimates up to the boundary of the set by giving barriers for the ball of arbitrary radius and subharmonic functions in the complement of the ball. We discus applications to estimates of the survival probability in bounded smooth domains and exteriors sets.
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References- K. Bogdan, T. Grzywny, M. Ryznar, Barriers, exit time and survival probability for unimodal
Lévy processes, to appear in Probab. Theory Related Fields,
available at: http://arxiv.org/abs/1307.0270.
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