The Wiener-Hopf equation whose kernel is a probability density
From MaRDI portal
Publication:769928
DOI10.1215/S0012-7094-57-02439-0zbMath0082.32003OpenAlexW2103672905MaRDI QIDQ769928
Publication date: 1957
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/s0012-7094-57-02439-0
Related Items (47)
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options ⋮ A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options ⋮ An elementary probability approach to fluctuation theory ⋮ Solving the Wiener-Hopf equation with a probabilistic kernel ⋮ One-parameter family of solutions for one class of Hammerstein nonlinear equations on a half-line ⋮ On the solvability of one class of nonlinear integral equations with a noncompact Hammerstein-Stieltjes-type operator on the semiaxis ⋮ Probability modelling across the continents ⋮ Factorization of Wiener-Hopf conservative integral operators ⋮ Maximum and records of random walks with stochastic resetting ⋮ Some probability limit theorems ⋮ 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 ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5657456 Zuf�llige Pfade mit vertauschbaren Schritten] ⋮ Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Solvability of some classes of nonlinear integro-differential equations with noncompact operator ⋮ Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records ⋮ Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations ⋮ On the busy period in the queueing system GI/G/1 ⋮ A Tauberian Theorem and Its Probability Interpretation ⋮ On the gap and time interval between the first two maxima of long random walks ⋮ Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift ⋮ Expected maximum of bridge random walks & Lévy flights ⋮ On Random Walks with a Reflecting Barrier ⋮ The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1 ⋮ An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation ⋮ Ein verallgemeinertes Spiegelungsprinzip für den Proze\ der Brownschen Bewegung ⋮ Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum ⋮ Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap ⋮ Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Fluctuations of a renewal-reward process ⋮ Survival probability of a run-and-tumble particle in the presence of a drift ⋮ Precise asymptotics for a random walker’s maximum ⋮ Convolution equations and nonlinear functional equations ⋮ Monotonic solutions of certain integral equations ⋮ The uniqueness of positive solutions of the Wiener-Hopf equations ⋮ On a semi-Markov generalization of the random walk ⋮ An analytic approach to finite fluctuation problems in probability ⋮ The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process ⋮ On the rate of convergence of waiting times ⋮ An analytical interpretation of the discrete approximation for the GI/GI/1 queue1 ⋮ Universal survival probability for a correlated random walk and applications to records ⋮ Valuation of Discrete Dynamic Fund Protection Under Lévy Processes ⋮ Wiener‐Hopf Equation Revisited ⋮ Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
This page was built for publication: The Wiener-Hopf equation whose kernel is a probability density
