The Wiener-Hopf equation whose kernel is a probability density

Cited In (48)

Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum
Wiener‐Hopf Equation Revisited
Precise asymptotics for a random walker’s maximum
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
Universal survival probability for a correlated random walk and applications to records
An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation
Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations
Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap
One-parameter family of solutions for one class of Hammerstein nonlinear equations on a half-line
An elementary probability approach to fluctuation theory
Some probability limit theorems
Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result
Fluctuations of a renewal-reward process
Convolution equations and nonlinear functional equations
On Random Walks with a Reflecting Barrier
On the gap and time interval between the first two maxima of long random walks
Zuf�llige Pfade mit vertauschbaren Schritten
Factorization of Wiener-Hopf conservative integral operators
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
Survival probability of a run-and-tumble particle in the presence of a drift
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
Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term
On the busy period in the queueing system GI/G/1
Survival probability of random walks and Lévy flights on a semi-infinite line
Valuation of discrete dynamic fund protection under Lévy processes
Ein verallgemeinertes Spiegelungsprinzip für den Proze\ der Brownschen Bewegung
Characteristic function of the positive part of a random variable and related results, with applications
Expected maximum of bridge random walks & Lévy flights
Integral equations with substochastic kernels
An analytic approach to finite fluctuation problems in probability
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
Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift
Probability modelling across the continents
The limit law of maximum of discrete partial-sums distribution
The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
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
Title not available (Why is that?)
The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1
The uniqueness of positive solutions of the Wiener-Hopf equations

This page was built for publication: The Wiener-Hopf equation whose kernel is a probability density

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q769928)