Solving the Wiener-Hopf equation with a probabilistic kernel (Q2371675): Difference between revisions

The author considers the integral equation \[ \varphi(x)=-\int_0^\infty\varphi(y)dK(x-y)=f(x),\quad x\geq 0\tag{1} \] with the conditions \[ \varphi(x)\leq c<\infty ,\quad \lim_{x\to\infty}\varphi(x)=c\tag{2} \] where \(K\) is a continuous distribution function. Using the Birkhoff-Tarski fixed point theorem the author proves an existence theorem for the problem (1), (2). Moreover, sufficient conditions for the uniqueness of the solution of the problem and estimates for the rate of convergence are given.