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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 45, Fasc. 2,
pages 183 - 190
DOI: 10.37190/0208-4147.00268
Published online 2.12.2025
 

On the mean exit time from a ball for a symmetric stable process

M. Ryznar

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.

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