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A differential equation in Wiener-Hopf theory

Part of the Lecture Notes in Mathematics book series (LNM,volume 1095)

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References

  1. R.R. London, H.P. McKean, L.C.G. Rogers, D. Williams, ‘A martingale approach to some Wiener-Hopf problems, I', Seminaire de Probabilites XVI, 41–67, Springer Lecture Notes in Math. 920, 1982.

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  2. R.R. London, H.P. McKean, L.C.G. Rogers, D. Williams, ‘A martingale approach to some Wiener-Hopf problems, II', ibid. 68–90.

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  3. H.P. McKean, ‘A winding problem for a resonator driven by a white noise', J. Math. Kyoto Univ. 2–2, 1963, 227–35.

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  4. E.C. Titchmarsh, The theory of functions (Oxford, 1939).

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© 1984 Springer-Verlag

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Rogers, L.C.G., Williams, D. (1984). A differential equation in Wiener-Hopf theory. In: Truman, A., Williams, D. (eds) Stochastic Analysis and Applications. Lecture Notes in Mathematics, vol 1095. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099130

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  • DOI: https://doi.org/10.1007/BFb0099130

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