Wiener – hopf factorization revisited and some applications
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Publication:4242646
DOI10.1080/17442509908834187zbMath0928.60067OpenAlexW2057866480MaRDI QIDQ4242646
Ronald Arthur Doney, Larbi Alili
Publication date: 2 January 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509908834187
Related Items (16)
Asymptotic behaviour of first passage time distributions for Lévy processes ⋮ Wetting on a wall and wetting in a well: overview of equilibrium properties ⋮ Local behaviour of first passage probabilities ⋮ Local limit theorem for the maximum of asymptotically stable random walks ⋮ On Hinkley's estimator: inference about the change point ⋮ On the maximum of conditioned random walks and tightness for pinning models ⋮ Local probabilities for random walks conditioned to stay positive ⋮ One dimensional lattice random walks with absorption at a point/on a half line ⋮ A note on summability of ladder heights and the distributions of ladder epochs for random walks ⋮ The asymptotic behavior of densities related to the supremum of a stable process ⋮ An invariance principle to Ferrari-Spohn diffusions ⋮ Invariance principles for random walks conditioned to stay positive ⋮ Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction ⋮ Density behaviour related to Lévy processes ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Interaction versus entropic repulsion for low temperature Ising polymers
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