Properties of factorization operators in boundary crossing problems for random walks

被引：0

作者：

Lotov, V., I ^{[1
,2
]}

机构：

[1] Russian Acad Sci, Siberian Branch, Sobolev Inst Math, Novosibirsk, Russia

[2] Novosibirsk State Univ, Novosibirsk, Russia

来源：

IZVESTIYA MATHEMATICS | 2019年 / 83卷 / 05期

基金：

俄罗斯科学基金会;

关键词：

random walk; boundary crossing problems; Wiener-Hopf factorization;

D O I：

10.1070/IM8808

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the properties of operators arising in the calculation of double Laplace-Stieltjes transforms of distributions in various boundary crossing problems for random walks. Such operators are defined in terms of the components of the Wiener-Hopf factorization. We give bounds for the norms of these operators and prove continuity theorems.

引用

页码：1050 / 1065

页数：16

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