EXIT TIME AND GREEN FUNCTION OF CONE FOR SYMMETRICSTABLE PROCESSES
Tadeusz Kulczycki
Abstract: We obtain estimates of the harmonic measure and the expectation of the
exit time of a bounded cone for symmetric -stable processes in
This enables us to study the asymptotic behaviour of the corresponding
Green function of both bounded and unbounded cones. We also apply our estimates to the
problem concerning the exit time of the process from the unbounded cone of
angle We namely obtain upper and lower bounds for the constant
such that for all we have for and
for