Fluctuations of Levy processes and scattering theory

Details Fluctuations of Levy processes and scattering theory Fluctuations of Levy processes and scattering theory

2007-01-10

arxiv.org/abs/math/0701271v1

Mathematics

Probability

Scientific paper

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.

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