A martingale approach to some Wiener-Hopf problems, I
Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 41-67.
@article{SPS_1982__16__41_0,
author = {London, R. R. and Mc Kean, Henry and Rogers, L. C. G. and Williams, David},
title = {A martingale approach to some {Wiener-Hopf} problems, {I}},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {41--67},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {16},
year = {1982},
zbl = {0485.60072},
mrnumber = {658671},
language = {en},
url = {http://archive.numdam.org/item/SPS_1982__16__41_0/}
}
TY  - JOUR
AU  - London, R. R.
AU  - Mc Kean, Henry
AU  - Rogers, L. C. G.
AU  - Williams, David
TI  - A martingale approach to some Wiener-Hopf problems, I
JO  - Séminaire de probabilités de Strasbourg
PY  - 1982
DA  - 1982///
SP  - 41
EP  - 67
VL  - 16
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1982__16__41_0/
UR  - https://zbmath.org/?q=an%3A0485.60072
UR  - https://www.ams.org/mathscinet-getitem?mr=658671
LA  - en
ID  - SPS_1982__16__41_0
ER  - 
London, R. R.; Mc Kean, H. P.; Rogers, L. C. G.; Williams, David. A martingale approach to some Wiener-Hopf problems, I. Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 41-67. http://archive.numdam.org/item/SPS_1982__16__41_0/

1. M.T. Barlow, L.C.G. Rogers, and David Williams, Wiener-Hopf factorization for matrices, Séminaire de Probabilités XIV, Springer Lecture Notes in Math. 784, 324-331, 1980. | Numdam | MR 580138 | Zbl 0429.15007

2. H. Dymand H.P. Mc Kean, Gaussian processes, function theory, and the inverse spectral problem, Academic Press, New York, 1976. | MR 448523 | Zbl 0327.60029

3. Priscilla Greenwood and Jim Pitman, Fluctuation identities for Lévy processes and splitting at the maximum, Adv. Appl. Prob. 12, 893-902, 1980. | MR 588409 | Zbl 0443.60037

4. K. Itô and H.P. Mc Kean, Diffusion processes and their sample paths, Springer, Berlin, 1965. | Zbl 0127.09503

5. J.F.C. Kingman, Markov transition probabilities, II; Completely monotone functions, Z. Wahrscheinlichkeitstheorie & verw. Geb. 6, 248-270, 1967. | Zbl 0201.50402

6. L.C.G. Rogers and David Williams, Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators), Séminaire de Probabilités XIV, Springer Lecture Notes in Math. 784, 332-342. | Numdam | MR 580139 | Zbl 0442.60075