Some aspects of Wiener-Hopf factorization

DOI10.1098/RSTA.1991.0061MaRDI QIDQ3977951zbMATH OpenOpenAlexFDO

Authors

Publication date 25 June 1992

Published in Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rsta.1991.0061

zbMATH Keywords

convolution formulaprobabilistic Wiener-Hopf problemRiemann-Hilbert problemWiener-Hopf factorization

Mathematics Subject Classification ID

Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35)

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Cited in

(15)

• Conditioning a reflected one-dimensional diffusion via its canonical decomposition
• On the Schur test for \(L_2\)-boundedness of positive integral operators with a Wiener-Hopf example
• Wiener-Hopf factorization through an intermediate space
• A weak approximation for the Wiener–Hopf factorization
• Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization
• Two Consequences of a Path Transform
• The method of finite-product extraction and an application to Wiener-Hopf theory
• scientific article; zbMATH DE number 3858927 (Why is no real title available?)
• Commutative Wiener-Hopf factorization of a matrix
• Matrix Wiener–Hopf–Hilbert Factorisation
• LU-factorization versus Wiener-Hopf factorization for Markov chains
• scientific article; zbMATH DE number 4128189 (Why is no real title available?)
• On the factorization of a class of Wiener-Hopf kernels
• Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
• Hitting law asymptotics for a fluctuating Brownian functional

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