A martingale approach to some Wiener-Hopf problems, II
- 1 January 1982
- book chapter
- Published by Springer Nature
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Fluctuation identities for lévy processes and splitting at the maximumAdvances in Applied Probability, 1980
- Time-substitution based on fluctuating additive functionals (wiener-hopf factorization for infinitesimal generators)Published by Springer Nature ,1980
- Wiener-hopf factorization for matricesPublished by Springer Nature ,1980
- Markov transition probabilities. IProbability Theory and Related Fields, 1967