Geodesic
Properties of factorization operators in boundary crossing problems for random walks
Izvestiya. Mathematics , Tome 83 (2019) no. 5, pp. 1050-1065

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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: random walk, boundary crossing problems, Wiener–Hopf factorization. 
@article{IM2_2019_83_5_a5,
     author = {V. I. Lotov},
     title = {Properties of factorization operators in boundary crossing problems for random walks},
     journal = {Izvestiya. Mathematics },
     pages = {1050--1065},
     publisher = {mathdoc},
     volume = {83},
     number = {5},
     year = {2019},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_2019_83_5_a5/}
}
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V. I. Lotov. Properties of factorization operators in boundary crossing problems for random walks. Izvestiya. Mathematics , Tome 83 (2019) no. 5, pp. 1050-1065. http://geodesic.mathdoc.fr/item/IM2_2019_83_5_a5/