|
This article is cited in 2 scientific papers (total in 2 papers)
On the inhomogeneous conservative Wiener–Hopf equation
M. S. Sgibnev Sobolev Institute of Mathematics, Novosibirsk, Russia
Abstract:
We prove the existence of a solution to the inhomogeneous Wiener–Hopf equation whose kernel is a probability distribution generating a random walk drifting to $-\infty$. Asymptotic properties of a solution are found depending on the corresponding properties of the free term and the kernel of the equation.
Keywords:
integral equation, inhomogeneous equation, inhomogeneous generalized Wiener–Hopf equation, probability distribution, drift to minus infinity, asymptotic behavior.
Received: 22.03.2016
Citation:
M. S. Sgibnev, “On the inhomogeneous conservative Wiener–Hopf equation”, Sibirsk. Mat. Zh., 58:6 (2017), 1401–1417; Siberian Math. J., 58:6 (2017), 1090–1103
Linking options:
https://www.mathnet.ru/eng/smj2947 https://www.mathnet.ru/eng/smj/v58/i6/p1401
|
Statistics & downloads: |
Abstract page: | 283 | Full-text PDF : | 65 | References: | 52 | First page: | 4 |
|