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Scattering by finely-layered obstacles

We consider the scalar Helmholtz equation with variable, discontinuous coefficients, modeling transmission of acoustic waves through an anisotropic penetrable obstacle. We first prove a well-posedness result and a...

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Scattering by finely-layered obstacles

We consider the scalar Helmholtz equation with variable, discontinuous coefficients, modeling transmission of acoustic waves through an anisotropic penetrable obstacle. We first prove a well-posedness result and a...

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Conditioned real self-similar Markov processes

In recent work, Chaumont et al. (2013) showed that is possible to condition a stable process with index α∈(1,2) to avoid the origin. Specifically, they describe a new Markov process which is the Doob h-transform of a stable...

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Conditioned real self-similar Markov processes

In recent work, Chaumont et al. (2013) showed that is possible to condition a stable process with index α∈(1,2) to avoid the origin. Specifically, they describe a new Markov process which is the Doob h-transform of a stable...

Published by:
The hitting time of zero for a stable process
For any two-sided jumping α-stable process, where 1<α<2, we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in the symmetric case and the spectrally one-sided...
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The hitting time of zero for a stable process
For any two-sided jumping α-stable process, where 1<α<2, we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in the symmetric case and the spectrally one-sided...
Published by: