One-dimensional classical scattering processes and the diffusion limit

Authors
Kendall, Wilfrid Westcott, Mark
Citation
Kendall, Wilfrid et Westcott, Mark, One-dimensional classical scattering processes and the diffusion limit, Advances in applied probability , 19(1), 1987, pp. 81-105
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
19
Issue
1
Year of publication
1987
Pages
81 - 105
Database
ACNP
SICI code
Abstract
The method of Skorokhod embedding, that is to say of coupling to Brownian motion, is used to establish the asymptotic behaviour of one-dimensional scattering processes.