On the mean exit time from a ball
for a symmetric stable process
Abstract:
Getoor (1961) calculated the mean exit time from a ball for the
standard isotropic α-stable
process in starting from the interior of the ball. The purpose of this note is to
show that, up to a multiplicative constant, the same formula is valid
for any symmetric α-stable
process.
2010 AMS Mathematics Subject Classification: Primary 60G52; Secondary 60J75.
Keywords and phrases: stable process, exit time.