Wiener – Hopf technique for economical study
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.
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