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Solvability of an Integral Equation of Volterra-Wiener-Hopf Type [PDF]
Abstract and Applied Analysis, 2014 The paper presents results concerning the solvability of a nonlinear integral equation of Volterra-Stieltjes type. We show that under some assumptions that equation has a continuous and bounded solution defined on the interval 0,∞ and having a finite ...
Nurgali K. Ashirbayev +2 more
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Sample path-valued conditional Yeh-Wiener integrals and a Wiener integral equation [PDF]
Proceedings of the American Mathematical Society, 1992 In this paper we evaluate the conditional Yeh-Wiener integral E ( F ( x ) | x ( s , t ) = ξ ) E(F(x)|x(s,t) = \xi ) for functions F F of the form \[ F ( x ) =
Park, Chull, Skoug, David
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An Operator-Valued Yeh-Wiener Integral and a Kac-Feynman Wiener Integral Equation [PDF]
Proceedings of the American Mathematical Society, 1994 Let C [ 0 , T ] C[0,T] denote Wiener space, i.e., the space of all continuous functions η ( t ) \eta (t) on [ 0 , T ] [0,T] such that η ( 0 ) = 0
Park, Chull, Skoug, David
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A Generalization of the Wiener-Hopf Integral Equation [PDF]
Proceedings of the National Academy of Sciences, 1946 Not ...
Heins, Albert E., Wiener, Norbert
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A Kac-Feynman Integral Equation for Conditional Wiener Integrals [PDF]
Journal of Integral Equations and Applications, 1991 The authors prove that the conditional Wiener integral, \(E(F\mid x)\), with conditioning function \(X(x)=\int^ t_ 0h(u)dx(u)\), and \(F(x)=\exp\left\{\int^ T_ 0\theta(s,\int^ s_ 0h(u)dx(u))ds\right\}\), satisfies the Kac-Feynman integral equation, where \(x\) is an element of the Wiener space \(C[0,T]\) and \(\theta(.,.):[0,T]\times R\to C\) is a ...
Park, Chull, Skoug, David
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Grid-Valued Conditional Yeh-Wiener Integrals and a Kac-Feynman Wiener Integral Equation
Journal of Integral Equations and Applications, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Park, Chull, Skoug, David
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Electronic Journal of Qualitative Theory of Differential Equations, 2017 The paper is devoted to the study of the solvability of a nonlinear Volterra–Stieltjes integral equation in the class of real functions defined, bounded and continuous on the real half-axis $\mathbb{R}_+$ and having finite limits at infinity.
Jozef Banas, Agnieszka Dubiel
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Electronic Journal of Qualitative Theory of Differential Equations, 2018 The paper deals with the study of the existence of solutions of a quadratic integral equation of Volterra–Stieltjes type. We are looking for solutions in the class of real functions continuous and bounded on the real half-axis $\mathbb{R}_+$ and ...
Jozef Banas, Agnieszka Dubiel
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The Wiener-Hopf integral equation for fractional Riesz-Bessel motion [PDF]
The ANZIAM Journal, 2000 AbstractThis paper gives an approximate solution to the Wiener-Hopf integral equation for filtering fractional Riesz-Bessel motion. This is obtained by showing that the corresponding covariance operator of the integral equation is a continuous isomorphism between appropriate fractional Sobolev spaces.
Anh, V. V. +3 more
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Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations [PDF]
Journal of Physics A: Mathematical and Theoretical, 2022 We study the mean first-passage time (MFPT) for asymmetric continuous-time random walks in continuous-space characterised by waiting-times with finite mean and by jump-sizes with both finite mean and finite variance.
Marcus Dahlenburg, G. Pagnini
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