Wiener-Hopf decomposition

Decomposition of an analytic function into a product of a function analytic in upper half-plane and analytic function in lower half-plane. There is a version for stochastic processes. It can be related tp Riemann-Hilbert-Birkhoff decomposition.

Created on January 4, 2014 at 11:11:06. See the history of this page for a list of all contributions to it.