A martingale approach to some Wiener-Hopf problems, I
Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 41-67. 
@article{SPS_1982__16__41_0,
     author = {London, R. R. and Mc Kean, H. P. and Rogers, L. C. G. and Williams, David},
     title = {A martingale approach to some {Wiener-Hopf} problems, {I}},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {41--67},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {16},
     year = {1982},
     mrnumber = {658671},
     zbl = {0485.60072},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1982__16__41_0/}
}
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London, R. R.; Mc Kean, H. P.; Rogers, L. C. G.; Williams, David. A martingale approach to some Wiener-Hopf problems, I. Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 41-67. http://www.numdam.org/item/SPS_1982__16__41_0/

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2. H. Dymand H.P. Mc Kean, Gaussian processes, function theory, and the inverse spectral problem, Academic Press, New York, 1976. | MR | Zbl

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