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Further results on Wiener-Hopf factorization

Published online by Cambridge University Press:  01 July 2016

N. U. Prabhu
N. U. Prabhu*
Affiliation:
Cornell University
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Abstract

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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 

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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