@article{AIHPB_1989__25_4_517_0, author = {Mc Gill, P.}, title = {Factorising brownian motion at two boundaries ; an example}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {25}, year = {1989}, pages = {517-531}, mrnumber = {1045249}, zbl = {0696.60078}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_1989__25_4_517_0} }
McGill, Paul. Factorising brownian motion at two boundaries ; an example. Annales de l'I.H.P. Probabilités et statistiques, Tome 25 (1989) pp. 517-531. http://gdmltest.u-ga.fr/item/AIHPB_1989__25_4_517_0/
[1] Some Integral Equalities in Wiener-Hopf Theory. Stochastic Analysis and Applications, Springer Lect. Notes, No. 1095, 1984, pp. 169-186. | MR 777521 | Zbl 0557.60071
[2] Probabilités et Potentiel, Théorie des Martingales, Hermann, Paris, 1980. | MR 566768 | Zbl 0464.60001
and ,[3] Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press, London and New York, 1976. | MR 448523 | Zbl 0327.60029
and ,[4] The Bateman Manuscript Project. Higher Transcendental Functions, Vol. 1, McGraw-Hill, New York, 1953. | Zbl 0051.30303
,[5] The Bateman Manuscript Project. Integral Transforms, Vol. 1, McGraw-Hill, New York, 1953.
,[6] Diffusion Processes and Their Sample Paths, Springer Verlag, Berlin-Heidelberg-New York, 1965. | Zbl 0127.09503
and ,[7] A Martingale Approach to Some Wiener-Hopf Problems I, Séminaire de Probabilités XVI; Springer Lecture Notes, No. 920, 1982, pp. 41-67. | Numdam | MR 658671 | Zbl 0485.60072
, , and ,[8] Exit Systems, Ann. Prob., Vol. 3, 1975, pp. 399-411. | MR 400417 | Zbl 0311.60047
,[9] Some Eigenvalue Identities for Brownian Motion, Math. Proc. Camb. Phil. Soc., 1989, 105, pp. 587-596. | MR 985695 | Zbl 0678.60067
,[10] Time Substitution Based on Fluctuating Assitive Functionals (Wiener-Hopf Factorisation for Infinitesimal Generators), Séminaire de Probabilités XIV ; Springer Lect. Notes, No. 784, 1980, pp. 324-331. | Numdam | MR 580139 | Zbl 0442.60075
and ,