Hostname: page-component-5c6d5d7d68-lvtdw Total loading time: 0 Render date: 2024-08-16T15:00:00.644Z Has data issue: false hasContentIssue false
  • English
  • Français

Further results on Wiener-Hopf factorization

Published online by Cambridge University Press:  01 July 2016

N. U. Prabhu
N. U. Prabhu*
Affiliation:
Cornell University
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Second conference on stochastic processes and applications
Information
Advances in Applied Probability , Volume 5 , Issue 1 , April 1973 , pp. 19 - 20
Copyright
Copyright © Applied Probability Trust 1973 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Cramér, H. (1955) Collective risk theory. Jubilee Volume of the Skandia Insurance Co. Ab Nordiska Bokhandln, Stockholm.Google Scholar
Dinges, H. (1969) Wiener-Hopf-Faktorisierung für substochastiche Übergangsfunktionen in angeordenten Raümen. Z. Wahrscheinlichkeitsth. 11, 152–164.Google Scholar
Prabhu, N. U. (1972) Wiener-Hopf factorization for convolution semigroups. Z. Wahrscheinlichkeitsth. 23, 103–113.Google Scholar
Rogozin, B. A. (1966) On distributions of functional related to boundary problems for processes with independent increments. Theor. Probability Appl. 11, 580–591.Google Scholar