Analytic Proof of Pecherskii–Rogozin Identity and Wiener–Hopf Factorization (Q2882286)

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Analytic Proof of Pecherskii–Rogozin Identity and Wiener–Hopf Factorization
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    Analytic Proof of Pecherskii–Rogozin Identity and Wiener–Hopf Factorization (English)
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    4 May 2012
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    Lévy process
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    Wiener-Hopf factorization
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    Pecherskii-Rogozin identity
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    integral equation
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    Riemann boundary value problem
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    Sokhotsky's formulas
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