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math.PR2007
Fluctuations of Levy processes and scattering theory
Sonia Fourati
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 interva…
math.PR2005
Krein's Theory applied to fluctuations of Lévy processes
Sonia Fourati
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an elementary Markov chain. We exhibit a strong connection between this problem and Krei…