Wiener-Hopf equation whose kernel is a probability distribution

DOI10.1134/S0012266117090087MaRDI QIDQ1686943zbMATH OpenOpenAlexWikidataFDO

Authors M. S. Sgibnev

Publication date 18 December 2017

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0012266117090087

zbMATH Keywords

probability distributionrandom walkWiener-Hopf equation

Mathematics Subject Classification ID

Linear integral equations (45A05) Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Renewal theory (60K05)

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• On Absolutely Continuous Components and Renewal Theory
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• Submultiplicative moments of the supremum of a random walk with negative drift
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Cited in

(12)

• On the inhomogeneous conservative Wiener-Hopf equation
• The Wiener-Hopf equation in measures with probability kernel
• On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel
• The discrete Wiener-Hopf equation whose kernel is a probability distribution with positive drift
• The Wiener-Hopf equation with probability kernel of oscillating type
• The discrete Wiener-Hopf equation with probability kernel of oscillating type
• Solving the Wiener-Hopf equation with a probabilistic kernel
• scientific article; zbMATH DE number 4180064 (Why is no real title available?)
• A Probabilistic Look at the Wiener--Hopf Equation
• An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation
• Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term
• Asymptotic behavior of the solution to the Wiener-Hopf equation in measures

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