A martingale approach to some Wiener-Hopf problems, II
Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 68-90.
@article{SPS_1982__16__68_0,
     author = {London, R. R. and Mc Kean, Henry P. and Rogers, L. C. G. and Williams, David},
     title = {A martingale approach to some {Wiener-Hopf} problems, {II}},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {68--90},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {16},
     year = {1982},
     mrnumber = {658671},
     zbl = {0485.60073},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1982__16__68_0/}
}
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London, R. R.; Mc Kean, Henry P.; Rogers, L. C. G.; Williams, David. A martingale approach to some Wiener-Hopf problems, II. Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 68-90. http://archive.numdam.org/item/SPS_1982__16__68_0/

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

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

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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 | Zbl