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Focusing on integral equations with difference kernels on finite intervals, this book presents a method of operator identities to tackle complex problems previously addressed on the semiaxis. It explores applications in various fields such as optimal synthesis and hydrodynamics, while also applying the theory to stable processes and M. Kac problems. The second edition expands on these concepts, includes a new chapter on triangular representation, and enhances existing formulations and proofs, accompanied by an updated bibliography.
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Integral Equations with Difference Kernels on Finite Intervals, Lev A. Sakhnovich
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- 2015
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