For a stable process, we give an explicit formula for the potentialmeasure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We obtain the equivalent quantities for a stable process reflected in its infimum. The results are obtained by exploiting a simple connection with the Lamperti representation and exit problems of stable processes.
CITATION STYLE
Kyprianou, A. E., & Watson, A. R. (2014). Potentials of stable processes. Lecture Notes in Mathematics, 2123, 333–343. https://doi.org/10.1007/978-3-319-11970-0_12
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