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References
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.
R.R. London, H.P. McKean, L.C.G. Rogers, D. Williams, ‘A martingale approach to some Wiener-Hopf problems, II', ibid. 68–90.
H.P. McKean, ‘A winding problem for a resonator driven by a white noise', J. Math. Kyoto Univ. 2–2, 1963, 227–35.
E.C. Titchmarsh, The theory of functions (Oxford, 1939).
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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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