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This article is cited in 6 scientific papers (total in 6 papers)
On the Dirichlet problem for a pseudodifferential equation encountered in the theory of random processes
B. V. Pal'tsev
Abstract:
The problem is considered of finding a function $u(t)$ satisfying the equation
\begin{equation}
\mathscr F^{-1}[\tilde k(x)\tilde u(x)](t)=f(t)\quad\text{for}\quad t\in\Omega,\qquad\tilde u(x)=\mathscr F[u(t)](x),
\end{equation}
and the conditions
\begin{equation}
u(t)\equiv0\quad\text{for}\quad t\notin\Omega,\qquad\int_{-\infty}^{+\infty}\tilde k(x)|\tilde u(x)|^2\,dx<\infty,
\end{equation}
where $\tilde k(x)$ is a nonnegative measurable function and $\mathscr F$ is the Fourier operator. An existence and uniqueness theorem is proved under quite general assumptions concerning the spectral densities $\tilde k(x)$. Explicit formulas for the solution of problem (1), (2) are obtained in the case when $\Omega$ is an interval $(-T,T)$ and $\tilde k(x)=|x|^\alpha$, $\alpha>0$.
Bibliography: 17 titles.
Received: 23.09.1976
Citation:
B. V. Pal'tsev, “On the Dirichlet problem for a pseudodifferential equation encountered in the theory of random processes”, Izv. Akad. Nauk SSSR Ser. Mat., 41:6 (1977), 1348–1387; Math. USSR-Izv., 11:6 (1977), 1285–1322
Linking options:
https://www.mathnet.ru/eng/im2073https://doi.org/10.1070/IM1977v011n06ABEH001769 https://www.mathnet.ru/eng/im/v41/i6/p1348
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Abstract page: | 355 | Russian version PDF: | 91 | English version PDF: | 16 | References: | 62 | First page: | 2 |
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