Properties of factorization operators in boundary crossing problems for random walks Full article
| Journal |
Izvestiya Mathematics
ISSN: 1064-5632 |
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| Output data | Year: 2019, Volume: 83, Number: 5, Pages: 1050-1065 Pages count : 16 DOI: 10.1070/im8808 | ||||
| Tags | random walk, boundary crossing problems, Wiener–Hopf factorization | ||||
| Authors |
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Abstract:
We study the properties of operators arising in the calculation
of double Laplace–Stieltjes transforms of distributions in various boundary
crossing problems for random walks. Such operators are defined in terms
of the components of the Wiener–Hopf factorization. We give bounds for
the norms of these operators and prove continuity theorems.
Cite:
Lotov V.I.
Properties of factorization operators in boundary crossing problems for random walks
Izvestiya Mathematics. 2019. V.83. N5. P.1050-1065. DOI: 10.1070/im8808 WOS Scopus OpenAlex
Properties of factorization operators in boundary crossing problems for random walks
Izvestiya Mathematics. 2019. V.83. N5. P.1050-1065. DOI: 10.1070/im8808 WOS Scopus OpenAlex
Original:
Лотов В.И.
О свойствах факторизационных операторов в граничных задачах для случайных блужданий
Известия Российской академии наук. Серия математическая. 2019. Т.83. №5. С.149-166. DOI: 10.4213/im8808 OpenAlex
О свойствах факторизационных операторов в граничных задачах для случайных блужданий
Известия Российской академии наук. Серия математическая. 2019. Т.83. №5. С.149-166. DOI: 10.4213/im8808 OpenAlex
Dates:
| Submitted: | May 7, 2018 |
| Published print: | Nov 11, 2019 |
Identifiers:
| Web of science: | WOS:000510719200006 |
| Scopus: | 2-s2.0-85079417516 |
| OpenAlex: | W2954433955 |
Citing:
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