On a new Wiener-Hopf factorization by Alili and Doney
Séminaire de probabilités de Strasbourg (2001)
- Volume: 35, page 416-420
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topMarchal, Philippe. "On a new Wiener-Hopf factorization by Alili and Doney." Séminaire de probabilités de Strasbourg 35 (2001): 416-420. <http://eudml.org/doc/114076>.
@article{Marchal2001,
author = {Marchal, Philippe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {ladder points of random walks; path transform},
language = {eng},
pages = {416-420},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On a new Wiener-Hopf factorization by Alili and Doney},
url = {http://eudml.org/doc/114076},
volume = {35},
year = {2001},
}
TY - JOUR
AU - Marchal, Philippe
TI - On a new Wiener-Hopf factorization by Alili and Doney
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 416
EP - 420
LA - eng
KW - ladder points of random walks; path transform
UR - http://eudml.org/doc/114076
ER -
References
top- [1] L. Alili and R.A. Doney : Wiener-Hopf factorization revisited and some applications. Stochastics and Stochastic Reports66 (1999) 87-102. Zbl0928.60067MR1687803
- [2] W.E. Feller : An Introduction to Probability Theory and its Applications. 2nd ed. (1971) Wiley. Zbl0219.60003
- [3] F. Spitzer : A Tauberian theorem and its probabilistic interpretation. Trans. Amer. Math. Soc.94 (1960) 150-169. Zbl0216.21201MR111066
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