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Fluctuations of Levy processes and scattering theory

Sonia Fourati
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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.

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Sonia Fourati. 2007-01-10. Fluctuations of Levy processes and scattering theory. https://arxiv.org/abs/math/0701271

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