On the Dirichlet problem for a~pseudodifferential equation encountered in the theory of random processes
Izvestiya. Mathematics , Tome 11 (1977) no. 6, pp. 1285-1322.

Voir la notice de l'article provenant de la source Math-Net.Ru

The problem is considered of finding a function $u(t)$ satisfying the equation \begin{equation} \mathscr F^{-1}[\tilde k(x)\tilde u(x)](t)=f(t)\quad\text{for}\quad t\in\Omega,\qquad\tilde u(x)=\mathscr F[u(t)](x), \end{equation} and the conditions \begin{equation} u(t)\equiv0\quad\text{for}\quad t\notin\Omega,\qquad\int_{-\infty}^{+\infty}\tilde k(x)|\tilde u(x)|^2\,dx\infty, \end{equation} where $\tilde k(x)$ is a nonnegative measurable function and $\mathscr F$ is the Fourier operator. An existence and uniqueness theorem is proved under quite general assumptions concerning the spectral densities $\tilde k(x)$. Explicit formulas for the solution of problem (1), (2) are obtained in the case when $\Omega$ is an interval $(-T,T)$ and $\tilde k(x)=|x|^\alpha$, $\alpha>0$. Bibliography: 17 titles.
@article{IM2_1977_11_6_a6,
     author = {B. V. Pal'tsev},
     title = {On the {Dirichlet} problem for a~pseudodifferential equation encountered in the theory of random processes},
     journal = {Izvestiya. Mathematics },
     pages = {1285--1322},
     publisher = {mathdoc},
     volume = {11},
     number = {6},
     year = {1977},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_1977_11_6_a6/}
}
TY  - JOUR
AU  - B. V. Pal'tsev
TI  - On the Dirichlet problem for a~pseudodifferential equation encountered in the theory of random processes
JO  - Izvestiya. Mathematics 
PY  - 1977
SP  - 1285
EP  - 1322
VL  - 11
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IM2_1977_11_6_a6/
LA  - en
ID  - IM2_1977_11_6_a6
ER  - 
%0 Journal Article
%A B. V. Pal'tsev
%T On the Dirichlet problem for a~pseudodifferential equation encountered in the theory of random processes
%J Izvestiya. Mathematics 
%D 1977
%P 1285-1322
%V 11
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IM2_1977_11_6_a6/
%G en
%F IM2_1977_11_6_a6
B. V. Pal'tsev. On the Dirichlet problem for a~pseudodifferential equation encountered in the theory of random processes. Izvestiya. Mathematics , Tome 11 (1977) no. 6, pp. 1285-1322. http://geodesic.mathdoc.fr/item/IM2_1977_11_6_a6/

[1] Vladimirov V. S., Obobschennye funktsii v matematicheskoi fizike, Nauka, M., 1976 | MR | Zbl

[2] Pisarenko V. F., Rozanov Yu. A., “O nekotorykh zadachakh dlya statsionarnykh protsessov, privodyaschikhsya k integralnym uravneniyam, rodstvennym uravneniyu Vinera–Khopfa”, Problemy peredachi informatsii, 14, 1963, 113–135 | MR | Zbl

[3] Rozanov Yu. A., “Gaussovskie beskonechnomernye raspredeleniya”, Tr. Matem. in-ta im. V. A. Steklova AN SSSR, 108, 1968 | MR | Zbl

[4] Ibragimov I. A., Rozanov Yu. A., Gaussovskie sluchainye protsessy, Nauka, M., 1970 | MR

[5] Kholevo A. S., “Optimalnoe izmerenie amplitud kompleksnykh signalov na fone kvantovogo shuma”, Trudy 4-go Mezhdunarodnogo simpoziuma po teorii informatsii, Leningrad, 1976

[6] Eskin G. I., Kraevye zadachi dlya ellipticheskikh psevdodifferentsialnykh uravnenii, Nauka, M., 1973 | MR

[7] Paltsev B. V., “Asimptotika spektra i sobstvennykh funktsii operatorov svertki na konechnom intervale s odnorodnym preobrazovaniem Fure yadra”, Dokl. AN SSSR, 218:1 (1974), 28–31

[8] Ukai S., “Asymptotic distribution of eigenvalues of the kernel in the Kirkwood–Riseman integral equation”, J. Math. Phys., 12:1 (1971), 83–92 | DOI | MR | Zbl

[9] Volevich L. R., Paneyakh B. P., “Nekotorye prostranstva obobschennykh funktsii i teoremy vlozheniya”, Uspekhi matem. nauk, 20:1 (1965), 3–74 | MR | Zbl

[10] Krein S. G., Lineinye uravneniya v banakhovom prostranstve, Nauka, M., 1971 | MR

[11] Lions Zh.-L., Madzhenes E., Neodnorodnye granichnye zadachi i ikh prilozheniya, Mir, M., 1971 | Zbl

[12] Titchmarsh E., Vvedenie v teoriyu integralov Fure, Gostekhizdat, M., L., 1948

[13] Muskhelishvili N. I., Singulyarnye integralnye uravneniya, Nauka, M., 1968 | MR | Zbl

[14] Vekua N. P., Sistemy singulyarnykh integralnykh uravnenii i nekotorye granichnye zadachi, Nauka, M., 197 | MR

[15] Gakhov F. D., “Kraevaya zadacha Rimana dlya sistem $n$ par funktsii”, Uspekhi matem. nauk, 7:4 (1952), 3–54 | MR | Zbl

[16] Uitteker E. T., Vatson Dzh. N., Kurs sovremennogo analiza. Transtsendentnye funktsii, Chast vtoraya, Fizmatgiz, M., 1963

[17] Beitman G., Erdeii A., Vysshie transtsendentnye funktsii. Gipergeometricheskaya funktsiya, funktsii Lezhandra, Nauka, M., 1973