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Wiener-Hopf Factorization of Diffusions and Levy Processes

✍ Scribed by Rogers, L. C. G.


Book ID
120101477
Publisher
Oxford University Press
Year
1983
Tongue
English
Weight
277 KB
Volume
s3-47
Category
Article
ISSN
0024-6115

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Asymptotic factorization of Wiener–Hopf
✍ D.G. Crighton 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 123 KB

The key step in the Wiener-Hopf technique involves the factorization of a kernel function K(α), analytic in a strip D, into a product K + (α)K -(α), where K ± (α) are analytic in upper and lower halves R ± of the complex α-plane overlapping in the strip D, are free of zeros in R ± and have algebraic