Email this article Wiener–Hopf equation whose kernel is a probability distribution
- Authors: Sgibnev M.S.1
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Affiliations:
- Sobolev Institute of Mathematics
- Issue: Vol 53, No 9 (2017)
- Pages: 1174-1196
- Section: Integral Equations
- URL: https://journals.rcsi.science/0012-2661/article/view/154569
- DOI: https://doi.org/10.1134/S0012266117090087
- ID: 154569
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Abstract
We prove the existence of a solution of an inhomogeneous generalized Wiener–Hopf equation whose kernel is a probability distribution on R generating a random walk drifting to +∞, while the inhomogeneous term f of the equation belongs to the space L1(0,∞) or L∞(0,∞). We establish the asymptotic properties of the solution of this equation under various assumptions about the inhomogeneity f.
About the authors
M. S. Sgibnev
Sobolev Institute of Mathematics
Author for correspondence.
Email: sgibnev@math.nsc.ru
Russian Federation, Novosibirsk, 630090
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