On the continuity of the Wiener-Hopf factorization operation
نویسندگان
چکیده
منابع مشابه
The Wiener-Hopf factorization
We give a description of the classical Wiener-Hopf factorization from the point of view of excursion theory concentrating mainly on the case of random walks as opposed to Lévy processes. The exposition relies primarily on the ideas of Greenwood and Pitman (1979, 1980).
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The key step in the solution of a Wiener–Hopf equation is the decomposition of the Fourier transform of the kernel, which is a function of a complex variable, α say, into a product of two terms. One is singularity and zero free in an upper region of the α-plane, and the other singularity and zero free in an overlapping lower region. Each product factor can be expressed in terms of a Cauchy-type...
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ژورنال
عنوان ژورنال: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
سال: 1987
ISSN: 0334-2700,1839-4078
DOI: 10.1017/s033427000000552x