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Symmetric stable processes in parabola-shaped regions
Authors:Rodrigo Bañ  uelos   Krzysztof Bogdan
Affiliation:Department of Mathematics, Purdue University, West Lafayette, Indiana 47907-1395 ; Institute of Mathematics, Polish Academy of Sciences, Poland -- and -- Institute of Mathematics, Wroclaw University of Technology, 50-370 Wroclaw, Poland
Abstract:
We identify the critical exponent of integrability of the first exit time of the rotation invariant stable Lévy process from a parabola-shaped region.

Keywords:Symmetric stable process   parabola   exit time   harmonic measure
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