Some aspects of Wiener-Hopf factorization

DOI10.1098/rsta.1991.0061zbMath0735.47010OpenAlexW2134679333MaRDI QIDQ3977951

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Publication date: 25 June 1992

Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1991.0061

zbMATH Keywords

Riemann-Hilbert problemWiener-Hopf factorizationconvolution formulaprobabilistic Wiener-Hopf problem

Mathematics Subject Classification ID

Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68)

Related Items (5)

Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application ⋮ \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains ⋮ Hitting law asymptotics for a fluctuating Brownian functional ⋮ Conditioning a reflected one-dimensional diffusion via its canonical decomposition ⋮ On the Schur test for \(L_2\)-boundedness of positive integral operators with a Wiener-Hopf example

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