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A differential equation in Wiener-Hopf theory

  • L. C. G. Rogers
  • David Williams
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1095)

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References

  1. 1.
    R.R. London, H.P. McKean, L.C.G. Rogers, D. Williams, ‘A martingale approach to some Wiener-Hopf problems, I', Seminaire de Probabilites XVI, 41–67, Springer Lecture Notes in Math. 920, 1982.Google Scholar
  2. 2.
    R.R. London, H.P. McKean, L.C.G. Rogers, D. Williams, ‘A martingale approach to some Wiener-Hopf problems, II', ibid. 68–90.Google Scholar
  3. 3.
    H.P. McKean, ‘A winding problem for a resonator driven by a white noise', J. Math. Kyoto Univ. 2–2, 1963, 227–35.MathSciNetzbMATHGoogle Scholar
  4. 4.
    E.C. Titchmarsh, The theory of functions (Oxford, 1939).Google Scholar

Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • L. C. G. Rogers
  • David Williams

There are no affiliations available

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