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A solution of the integral equation in convolution form and a problem in diffusion theory

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Stochastic Mechanics and Stochastic Processes

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1325))

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References

  1. R.R. LONDON, H.P. McKEAN, L.C.G. ROGERS and DAVID WILLIAMS, A martingale approach to some Wiener-Hopf problems, II, Séminaire de Probabilités XVI, Springer Lecture Notes in Math. 920, 68–90.

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  2. R.R. LONDON, H.P. McKEAN, L.C.G. ROGERS and DAVID WILLIAMS, A martingale approach to some Wiener-Hopf problems, I, Séminaire de Probabilités XVI, Springer Lecture Notes in Math. 920, 41–67.

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  3. N. BAKER, Some integral equalities in Wiener-Hopf theory, Stochastic analysis and applications, Springer Lecture Notes in Math. 1095, 169–186.

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Aubrey Truman Ian M. Davies

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© 1988 Springer-Verlag

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McGregor, M.T. (1988). A solution of the integral equation in convolution form and a problem in diffusion theory. In: Truman, A., Davies, I.M. (eds) Stochastic Mechanics and Stochastic Processes. Lecture Notes in Mathematics, vol 1325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077925

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  • DOI: https://doi.org/10.1007/BFb0077925

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-50015-5

  • Online ISBN: 978-3-540-45887-6

  • eBook Packages: Springer Book Archive

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