[Fluctuations of Lévy processes and scattering theory]
We show a strong connexion between the problem of fluctuations of Lévy processes and scattering theory.
Nous mettons en évidence une correspondance entre le problème des fluctuations des processus de Lévy et la théorie du scattering.
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Sonia Fourati 1, 2
@article{CRMATH_2006__342_2_135_0, author = {Sonia Fourati}, title = {Fluctuation des processus de {L\'evy} et dispersion ( {\guillemotleft} scattering {\guillemotright})}, journal = {Comptes Rendus. Math\'ematique}, pages = {135--139}, publisher = {Elsevier}, volume = {342}, number = {2}, year = {2006}, doi = {10.1016/j.crma.2005.11.012}, language = {fr}, }
Sonia Fourati. Fluctuation des processus de Lévy et dispersion ( « scattering »). Comptes Rendus. Mathématique, Volume 342 (2006) no. 2, pp. 135-139. doi : 10.1016/j.crma.2005.11.012. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.11.012/
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[2] Probabilités et Potentiel, Hermann, 1975
[3] Fluctuation Theory for Lévy Processes, Lévy Processes, Theory and Applications, Birkhäuser, 2001
[4] Important Developments in Soliton Theory (A.S. Fokas; V.E. Zakharov, eds.), Springer-Verlag, 1993
[5] Krein theory applied to fluctuations of Lévy processes, 2005 | arXiv
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