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Properties of factorization operators in boundary crossing problems for random walks. / Lotov, V. I.

In: Izvestiya Mathematics, Vol. 83, No. 5, 10.2019, p. 1050-1065.

Research output: Contribution to journal › Article › peer-review

Harvard

Lotov, VI 2019, 'Properties of factorization operators in boundary crossing problems for random walks', Izvestiya Mathematics, vol. 83, no. 5, pp. 1050-1065. https://doi.org/10.1070/IM8808

APA

Lotov, V. I. (2019). Properties of factorization operators in boundary crossing problems for random walks. Izvestiya Mathematics, 83(5), 1050-1065. https://doi.org/10.1070/IM8808

Vancouver

Lotov VI. Properties of factorization operators in boundary crossing problems for random walks. Izvestiya Mathematics. 2019 Oct;83(5):1050-1065. doi: 10.1070/IM8808

Author

Lotov, V. I. / Properties of factorization operators in boundary crossing problems for random walks. In: Izvestiya Mathematics. 2019 ; Vol. 83, No. 5. pp. 1050-1065.

BibTeX

@article{ff7879740a21451fbcca66bbb91a4528,
title = "Properties of factorization operators in boundary crossing problems for random walks",
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.",
keywords = "Boundary crossing problems, Random walk, Wiener-Hopf factorization, random walk, boundary crossing problems",
author = "Lotov, {V. I.}",
year = "2019",
month = oct,
doi = "10.1070/IM8808",
language = "English",
volume = "83",
pages = "1050--1065",
journal = "Izvestiya Mathematics",
issn = "1064-5632",
publisher = "IOP Publishing Ltd.",
number = "5",

}

RIS

TY - JOUR

T1 - Properties of factorization operators in boundary crossing problems for random walks

AU - Lotov, V. I.

PY - 2019/10

Y1 - 2019/10

N2 - 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.

AB - 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.

KW - Boundary crossing problems

KW - Random walk

KW - Wiener-Hopf factorization

KW - random walk

KW - boundary crossing problems

UR - http://www.scopus.com/inward/record.url?scp=85079417516&partnerID=8YFLogxK

U2 - 10.1070/IM8808

DO - 10.1070/IM8808

M3 - Article

AN - SCOPUS:85079417516

VL - 83

SP - 1050

EP - 1065

JO - Izvestiya Mathematics

JF - Izvestiya Mathematics

SN - 1064-5632

IS - 5

ER -

ID: 23543168