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
收藏
页码：1050 / 1065
页数：16
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