Fluctuations of Levy processes and scattering theory
Probability
2007-05-23 v1 Complex Variables
Abstract
We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.
Cite
@article{arxiv.math/0701271,
title = {Fluctuations of Levy processes and scattering theory},
author = {Sonia Fourati},
journal= {arXiv preprint arXiv:math/0701271},
year = {2007}
}