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Some integral equalities in Wiener-Hopf theory

  • Neil Baker
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1095)

Keywords

Local Martingale Springer Lecture Note Duality Principle Dual Equation Levy Process 
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References

  1. 1.
    R.R. London, H.P. McKean, L.C.G. Rogers and David Williams, ‘A martingale approach to some Wiener-Hopf problems, I'. Séminaire de Probabilités XVI, Springer Lecture Notes in Math., 920, 1982, 41–67.MathSciNetzbMATHGoogle Scholar
  2. 2.
    _____, ‘A martingale approach to some Wiener-Hopf problems, II', i.b.i.d., 68–90.Google Scholar
  3. 3.
    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.Google Scholar
  4. 4.
    L.C.G. Rogers, ‘Wiener-Hopf factorization for diffusions and Lévy processes', Proc. London Math. Soc. (3), 67 (1983), 177–191.CrossRefzbMATHGoogle Scholar
  5. 5.
    _____, ‘A new identity for real Lévy processes', Ann. Inst. H. Poincaré, Sec. B, Vol. 20.Google Scholar

Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • Neil Baker
    • 1
  1. 1.Department of Mathematics and Computer ScienceUniversity CollegeSwanseaGreat Britain

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