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arXiv:math/0701271 [math.PR]AbstractReferencesReviewsResources

Fluctuations of Levy processes and scattering theory

Sonia Fourati

Published 2007-01-10Version 1

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.

Categories: math.PR, math.CV
Subjects: 60G51, 34L25
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