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Non-linear Wiener-Hopf theory, 1: an appetizer

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Séminaire de Probabilités XXIX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

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References

  • Jansons, K.M. & Rogers, L.C.G.R. 1992. Decomposing the branching Brownian path, Ann. Applied Prob. 2, 973–986.

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  • Neveu, J. 1987. Multiplicative martingales for spatial branching processes. Seminar on Stochastic Processes (ed. E. Çinlar, K.L. Chung and R.K. Getoor), Progress in Probability and Statistics 15, pp. 223–241. Boston: Birkhauser.

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  • Kaj, I. & Salminen, P. 1993 On a first passage problem for branching Brownian motions, Ann. Applied Prob. 3, 173–185.

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  • Williams, D. 1991. Some aspects of Wiener-Hopf factorization, Phil. Transl. R. Soc. Lond. A 335, 593–608.

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Authors

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Jacques Azéma Michel Emery Paul André Meyer Marc Yor

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© 1995 Springer-Verlag

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Williams, D. (1995). Non-linear Wiener-Hopf theory, 1: an appetizer. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094207

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  • DOI: https://doi.org/10.1007/BFb0094207

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  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

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