О свойствах факторизационных операторов в граничных задачах для случайных блужданий

Translated title of the contribution: Properties of factorization operators in boundary crossing problems for random walks

Research output: Contribution to journalArticle

Abstract

We study the properties of operators arising in the calculation of double Laplace–Stieltjes transforms of distributions in various boundary crossing problems for random walks. Such operators are defined in terms of the components of the Wiener–Hopf factorization. We give bounds for the norms of these operators and prove continuity theorems
Original languageRussian
Pages (from-to)149-166
Number of pages18
JournalIzvestiya Mathematics
Volume83
Issue number5
DOIs
Publication statusPublished - 2019

State classification of scientific and technological information

  • 27 MATHEMATICS

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