Factorising brownian motion at two boundaries ; an example
Annales de l'I.H.P. Probabilités et statistiques, Volume 25 (1989) no. 4, p. 517-531
@article{AIHPB_1989__25_4_517_0,
     author = {Mc Gill, P.},
     title = {Factorising brownian motion at two boundaries ; an example},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {25},
     number = {4},
     year = {1989},
     pages = {517-531},
     zbl = {0696.60078},
     mrnumber = {1045249},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1989__25_4_517_0}
}
McGill, Paul. Factorising brownian motion at two boundaries ; an example. Annales de l'I.H.P. Probabilités et statistiques, Volume 25 (1989) no. 4, pp. 517-531. http://www.numdam.org/item/AIHPB_1989__25_4_517_0/

[1] N. Baker, Some Integral Equalities in Wiener-Hopf Theory. Stochastic Analysis and Applications, Springer Lect. Notes, No. 1095, 1984, pp. 169-186. | MR 777521 | Zbl 0557.60071

[2] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Théorie des Martingales, Hermann, Paris, 1980. | MR 566768 | Zbl 0464.60001

[3] H. Dym and H.P. Mckean, Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press, London and New York, 1976. | MR 448523 | Zbl 0327.60029

[4] A. Erdélyi, The Bateman Manuscript Project. Higher Transcendental Functions, Vol. 1, McGraw-Hill, New York, 1953. | Zbl 0051.30303

[5] A. Erdélyi, The Bateman Manuscript Project. Integral Transforms, Vol. 1, McGraw-Hill, New York, 1953.

[6] K. Ito and H.P. Mckean, Diffusion Processes and Their Sample Paths, Springer Verlag, Berlin-Heidelberg-New York, 1965. | Zbl 0127.09503

[7] R.R. London, H.P. Mckean, L.C.G. Rogers and D. Williams, A Martingale Approach to Some Wiener-Hopf Problems I, Séminaire de Probabilités XVI; Springer Lecture Notes, No. 920, 1982, pp. 41-67. | Numdam | MR 658671 | Zbl 0485.60072

[8] B. Maisonneuve, Exit Systems, Ann. Prob., Vol. 3, 1975, pp. 399-411. | MR 400417 | Zbl 0311.60047

[9] P. Mcgill, Some Eigenvalue Identities for Brownian Motion, Math. Proc. Camb. Phil. Soc., 1989, 105, pp. 587-596. | MR 985695 | Zbl 0678.60067

[10] L.C.G. Rogers and D. Williams, Time Substitution Based on Fluctuating Assitive Functionals (Wiener-Hopf Factorisation for Infinitesimal Generators), Séminaire de Probabilités XIV ; Springer Lect. Notes, No. 784, 1980, pp. 324-331. | Numdam | MR 580139 | Zbl 0442.60075