RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Subscription
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Mat. Sb.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Mat. Sb., 2007, Volume 198, Number 9, Pages 123–132 (Mi msb1984)  

This article is cited in 7 scientific papers (total in 7 papers)

Homogeneous conservative Wiener–Hopf equation

M. S. Sgibnev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: The existence of a $P^*$-solution of the homogeneous generalized Wiener–Hopf equation
$$ S(x)=\int_{-\infty}^xS(x-y) F(dy),\qquad x\geqslant0, $$
is proved, where $F$ is a probability distribution of recurrent type in $\mathbb R$. Asymptotic properties of this solution are established.
Bibliography: 10 titles.

DOI: https://doi.org/10.4213/sm1984

Full text: PDF file (501 kB)
References: PDF file   HTML file

English version:
Sbornik: Mathematics, 2007, 198:9, 1341–1350

Bibliographic databases:

UDC: 517.968+519.21
MSC: Primary 45E10; Secondary 60G50, 60K05
Received: 18.07.2006 and 14.03.2007

Citation: M. S. Sgibnev, “Homogeneous conservative Wiener–Hopf equation”, Mat. Sb., 198:9 (2007), 123–132; Sb. Math., 198:9 (2007), 1341–1350

Citation in format AMSBIB
\Bibitem{Sgi07}
\by M.~S.~Sgibnev
\paper Homogeneous conservative Wiener--Hopf equation
\jour Mat. Sb.
\yr 2007
\vol 198
\issue 9
\pages 123--132
\mathnet{http://mi.mathnet.ru/msb1984}
\crossref{https://doi.org/10.4213/sm1984}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=2360794}
\zmath{https://zbmath.org/?q=an:1143.45001}
\elib{https://elibrary.ru/item.asp?id=9557508}
\transl
\jour Sb. Math.
\yr 2007
\vol 198
\issue 9
\pages 1341--1350
\crossref{https://doi.org/10.1070/SM2007v198n09ABEH003886}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000252573100007}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-38749084492}


Linking options:
  • http://mi.mathnet.ru/eng/msb1984
  • https://doi.org/10.4213/sm1984
  • http://mi.mathnet.ru/eng/msb/v198/i9/p123

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. M. S. Sgibnev, “On the existence of a solution of a homogeneous system of generalized Wiener–Hopf equations”, Izv. Math., 74:3 (2010), 595–606  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    2. M. S. Sgibnev, “An asymptotic property of the solution to the homogeneous generalized Wiener–Hopf equation”, Siberian Math. J., 51:6 (2010), 1131–1134  mathnet  crossref  mathscinet  isi  elib
    3. Lin J., “Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims”, Insurance Math. Econom., 51:2 (2012), 422–429  crossref  mathscinet  zmath  isi  elib  scopus
    4. M. S. Sgibnev, “The discrete Wiener–Hopf equation with probability kernel of oscillating type”, Siberian Math. J., 60:3 (2019), 516–525  mathnet  crossref  crossref  isi  elib
    5. M. S. Sgibnev, “Diskretnoe uravnenie Vinera–Khopfa s polumultiplikativnoi asimptotikoi resheniya”, Sib. elektron. matem. izv., 16 (2019), 1600–1611  mathnet  crossref
    6. M. S. Sgibnev, “Diskretnoe uravnenie Vinera — Khopfa, yadrom kotorogo yavlyaetsya raspredelenie veroyatnostei s polozhitelnym snosom”, Sib. matem. zhurn., 61:2 (2020), 408–417  mathnet  crossref
    7. M. S. Sgibnev, “The Wiener–Hopf equation with probability kernel of oscillating type”, Sib. elektron. matem. izv., 17 (2020), 1288–1298  mathnet  crossref
  • Математический сборник Sbornik: Mathematics (from 1967)
    Number of views:
    This page:306
    Full text:119
    References:53
    First page:4

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2021