Solving the Wiener-Hopf equation with a probabilistic kernel

DOI10.1007/s10559-006-0054-yzbMath1152.45011OpenAlexW2057997534MaRDI QIDQ2371675

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

convergenceexistenceuniquenessintegral equationsWiener-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) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (3)

Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term ⋮ Self-insurance of investor under repeating catastrophic risks ⋮ On the inhomogeneous conservative Wiener-Hopf equation

Cites Work

• The Wiener-Hopf equation whose kernel is a probability density
• Wiener-Hopf equations and their applications in probability theory
• A Probabilistic Look at the Wiener--Hopf Equation
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