Keywords
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
R.R. LONDON, H.P. McKEAN, L.C.G. ROGERS and DAVID WILLIAMS, A martingale approach to some Wiener-Hopf problems, II, Séminaire de Probabilités XVI, Springer Lecture Notes in Math. 920, 68–90.
R.R. LONDON, H.P. McKEAN, L.C.G. ROGERS and DAVID WILLIAMS, A martingale approach to some Wiener-Hopf problems, I, Séminaire de Probabilités XVI, Springer Lecture Notes in Math. 920, 41–67.
N. BAKER, Some integral equalities in Wiener-Hopf theory, Stochastic analysis and applications, Springer Lecture Notes in Math. 1095, 169–186.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1988 Springer-Verlag
About this paper
Cite this paper
McGregor, M.T. (1988). A solution of the integral equation in convolution form and a problem in diffusion theory. In: Truman, A., Davies, I.M. (eds) Stochastic Mechanics and Stochastic Processes. Lecture Notes in Mathematics, vol 1325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077925
Download citation
DOI: https://doi.org/10.1007/BFb0077925
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50015-5
Online ISBN: 978-3-540-45887-6
eBook Packages: Springer Book Archive