The Wiener-Hopf equation whose kernel is a probability density

Cited in

(56)

Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum
Wiener‐Hopf Equation Revisited
Ladder costs for random walks in Lévy random media
Precise asymptotics for a random walker’s maximum
An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations
Universal survival probability for a correlated random walk and applications to records
One-parameter family of solutions for one class of Hammerstein nonlinear equations on a half-line
Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap
An elementary probability approach to fluctuation theory
Some probability limit theorems
Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms
Fluctuations of a renewal-reward process
Convolution equations and nonlinear functional equations
On the gap and time interval between the first two maxima of long random walks
On Random Walks with a Reflecting Barrier
Factorization of Wiener-Hopf conservative integral operators
Zuf�llige Pfade mit vertauschbaren Schritten
A Tauberian Theorem and Its Probability Interpretation
Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
Solving the Wiener-Hopf equation with a probabilistic kernel
An analytical interpretation of the discrete approximation for the GI/GI/1 queue¹
On the solvability of one class of nonlinear integral equations with a noncompact Hammerstein-Stieltjes-type operator on the semiaxis
New insights into the distribution of the topmost gap in random walks and Lévy flights
First-return time in fractional kinetics
Survival probability of a run-and-tumble particle in the presence of a drift
First-passage properties of the jump process with a drift. The general case
Record statistics of a strongly correlated time series: random walks and Lévy flights
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options
On the busy period in the queueing system GI/G/1
Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term
Survival probability of random walks and Lévy flights on a semi-infinite line
Characteristic function of the positive part of a random variable and related results, with applications
Valuation of discrete dynamic fund protection under Lévy processes
Ein verallgemeinertes Spiegelungsprinzip für den Proze\ der Brownschen Bewegung
Expected maximum of bridge random walks & Lévy flights
First-passage statistics of random walks: a general approach via Riemann-Hilbert problems
An analytic approach to finite fluctuation problems in probability
Integral equations with substochastic kernels
On the rate of convergence of waiting times
Solvability of some classes of nonlinear integro-differential equations with noncompact operator
On a semi-Markov generalization of the random walk
Maximum and records of random walks with stochastic resetting
Probability modelling across the continents
Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift
The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
The limit law of maximum of discrete partial-sums distribution
Monotonic solutions of certain integral equations
Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
The uniqueness of positive solutions of the Wiener-Hopf equations
First-passage properties of the jump process with a drift. Two exactly solvable cases
scientific article; zbMATH DE number 3411967 (Why is no real title available?)
The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1
On the first positive position of a random walker

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