On the inhomogeneous conservative Wiener-Hopf equation (Q1745092)

The paper deals with the inhomogeneous Wiener-Hopf equation of the form \[ z(x) = \int_{-\infty}^x z(x-y)F(dy) +f(x), \quad x>0. \tag{1} \] In (1), \(z\) is an unknown function, \(F\) is a given distribution and \(f\) is a known function. In this paper, the existence of a solution to (1) is proved in the case where the kernel is a probability distribution generating a random walk drifting to \(-\infty\). The main results of the paper are formulated as Theorems 1 and 2. Here, the author describes the class of distributions \(F\) for which a solution to (1) exists and next, he finds the explicit form of the solution. Next, in Theorem~3 the author supplies the asymptotic properties of the solution to (1). The asymptotic result is formulated in terms of the kernel of the equation (1) and of the free term. In the remaining part of the paper, the convergence rate obtained in Theorem~3 is considered. In order to obtain the convergence rates given in Theorems~5 and 6, the corresponding estimate in the renewal theorem from earlier author's paper [Proc. Am. Math. Soc. 130, No. 8, 2425--2430 (2002; Zbl 0996.60096)] has been recalled and given in Theorem~4. The paper finishes with some remarks in which the author compares his results with results obtained in other papers. The references are proper for the problem studied. The article is well written and proofs are given with details. The results obtained should be interesting for people working with integral equations with random kernels.