Solving the Wiener-Hopf equation with a probabilistic kernel

DOI10.1007/S10559-006-0054-YMaRDI QIDQ2371675zbMATHOpenAlexFDO

Authors Vladimir I. Norkin

Publication date 5 July 2007

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-006-0054-y

zbMATH Keywords

convergenceexistenceintegral equationsuniquenessWiener-Hopf equationsmethod of successive approximationscompressing mappingsisotonic operators

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Random integral equations (45R05) Stochastic integral equations (60H20)

Recommendations

• Wiener-Hopf equation whose kernel is a probability distribution
• On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel
• A Probabilistic Look at the Wiener--Hopf Equation
• The Wiener-Hopf equation with probability kernel of oscillating type
• On the inhomogeneous conservative Wiener-Hopf equation

Cites work

• scientific article; zbMATH DE number 3789264 (Why is no real title available?)
• scientific article; zbMATH DE number 1102528 (Why is no real title available?)
• A Probabilistic Look at the Wiener--Hopf Equation
• The Wiener-Hopf equation whose kernel is a probability density
• Wiener-Hopf equations and their applications in probability theory

Cited in

(13)

• On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel
• The Wiener-Hopf equation in measures with probability kernel
• scientific article; zbMATH DE number 4006948 (Why is no real title available?)
• The discrete Wiener-Hopf equation whose kernel is a probability distribution with positive drift
• Self-insurance of investor under repeating catastrophic risks
• The Wiener-Hopf equation with probability kernel of oscillating type
• Extremum problem for the Wiener-Hopf equation
• On the existence of L¹(R) solutions to wiener-Hopf type equations
• Distributional solutions of the Wiener-Hopf integral and integro- differential equations
• A weak approximated solution for a subclass of Wiener-Hopf integral equation
• On the inhomogeneous conservative Wiener-Hopf equation
• A Wiener-Hopf integral equation with a nonsymmetric kernel in the supercritical case
• Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term

This page was built for publication: Solving the Wiener-Hopf equation with a probabilistic kernel

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2371675)