Wiener – Hopf technique for economical study

  • Sergei V. Rogosin Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus
  • Marina V. Dubatovskaya Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

Abstract

Wiener – Hopf factorisation of complex functions is used in probability theory, financial mathematics, insurance, queueing theory, acoustic, radio-engineering, fluid and gas mechanics, fracture mechanics, etc. Some of these applications of mathematics are described in original research papers and surveys. This article presents a survey of the results devoted to the application of the Wiener – Hopf method in the economic investigations.

Author Biographies

Sergei V. Rogosin, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

PhD (physics and mathematics), docent; associate professor at the department of analytical economics and econometrics, faculty of economics

Marina V. Dubatovskaya, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

PhD (physics and mathematics), docent; associate professor at the department of analytical economics and econometrics, faculty of economics

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Published
2024-06-04
Keywords: time series, Levy processes, Wiener – Hopf factorisation, financial mathematics
Supporting Agencies This work was carried out within the framework of the state programme of scientific research «Convergence-2025» (subprogramme «Mathematical models and methods», assignment 1.7.01.4).
How to Cite
Rogosin, S. V., & Dubatovskaya, M. V. (2024). Wiener – Hopf technique for economical study. Journal of the Belarusian State University. Economics, 1, 25-30. Retrieved from https://journals.bsu.by/index.php/economy/article/view/6271
Section
C. Mathematical and Quantitative Methods