@article{SPS_1982__16__41_0,
author = {London, R. R. and Mc Kean, Henry and Rogers, L. C. G. and Williams, David},
title = {A martingale approach to some Wiener-Hopf problems, I},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
volume = {S16},
year = {1982},
pages = {41-67},
mrnumber = {658671},
zbl = {0485.60072},
language = {en},
url = {http://dml.mathdoc.fr/item/SPS_1982__16__41_0}
}
London, R. R.; Mc Kean, H. P.; Rogers, L. C. G.; Williams, David. A martingale approach to some Wiener-Hopf problems, I. Séminaire de probabilités de Strasbourg, Tome S16 (1982) pp. 41-67. http://gdmltest.u-ga.fr/item/SPS_1982__16__41_0/
1. , , and , Wiener-Hopf factorization for matrices, Séminaire de Probabilités XIV, Springer Lecture Notes in Math. 784, 324-331, 1980. | Numdam | MR 580138 | Zbl 0429.15007
2. and , Gaussian processes, function theory, and the inverse spectral problem, Academic Press, New York, 1976. | MR 448523 | Zbl 0327.60029
3. and , Fluctuation identities for Lévy processes and splitting at the maximum, Adv. Appl. Prob. 12, 893-902, 1980. | MR 588409 | Zbl 0443.60037
4. and , Diffusion processes and their sample paths, Springer, Berlin, 1965. | Zbl 0127.09503
5. , Markov transition probabilities, II; Completely monotone functions, Z. Wahrscheinlichkeitstheorie & verw. Geb. 6, 248-270, 1967. | Zbl 0201.50402
6. and , Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators), Séminaire de Probabilités XIV, Springer Lecture Notes in Math. 784, 332-342. | Numdam | MR 580139 | Zbl 0442.60075