On the Inhomogeneous Conservative Wiener–Hopf Equation
- Authors: Sgibnev M.S.1
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Affiliations:
- Sobolev Institute of Mathematics
- Issue: Vol 58, No 6 (2017)
- Pages: 1090-1103
- Section: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171614
- DOI: https://doi.org/10.1134/S0037446617060180
- ID: 171614
Cite item
Abstract
We prove the existence of a solution to the inhomogeneous Wiener–Hopf equation whose kernel is a probability distribution generating a random walk drifting to −∞. Asymptotic properties of a solution are found depending on the corresponding properties of the free term and the kernel of the equation.
About the authors
M. S. Sgibnev
Sobolev Institute of Mathematics
Author for correspondence.
Email: sgibnev@math.nsc.ru
Russian Federation, Novosibirsk