On the Inhomogeneous Conservative Wiener–Hopf Equation


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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

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