Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Let $X$ be a regular Hunt process on $R^+$ with starting at $x$ and $T_y :=\inf\{t>0: X_t=y\}, y\in R^+$. $G_q(\cdot,\cdot), q >0$ denotes Green kernel of the process $X$. We have the following result:

$$E_x (e^{-qT_y})=\frac{G_q(x,y)}{G_q(y,y)}.$$

If you know which paper or book mentions about it, please tell me the references.

Thank you very much!

share|improve this question

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.