no. 4
Factorising brownian motion at two boundaries ; an example
Annales de l'I.H.P. Probabilités et statistiques, Tome 25 (1989) no. 4, pp. 517-531. 
@article{AIHPB_1989__25_4_517_0,
     author = {McGill, Paul},
     title = {Factorising brownian motion at two boundaries ; an example},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {517--531},
     publisher = {Gauthier-Villars},
     volume = {25},
     number = {4},
     year = {1989},
     mrnumber = {1045249},
     zbl = {0696.60078},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1989__25_4_517_0/}
}
TY  - JOUR
AU  - McGill, Paul
TI  - Factorising brownian motion at two boundaries ; an example
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1989
SP  - 517
EP  - 531
VL  - 25
IS  - 4
PB  - Gauthier-Villars
UR  - http://www.numdam.org/item/AIHPB_1989__25_4_517_0/
LA  - en
ID  - AIHPB_1989__25_4_517_0
ER  - 
%0 Journal Article
%A McGill, Paul
%T Factorising brownian motion at two boundaries ; an example
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1989
%P 517-531
%V 25
%N 4
%I Gauthier-Villars
%U http://www.numdam.org/item/AIHPB_1989__25_4_517_0/
%G en
%F AIHPB_1989__25_4_517_0
McGill, Paul. Factorising brownian motion at two boundaries ; an example. Annales de l'I.H.P. Probabilités et statistiques, Tome 25 (1989) no. 4, pp. 517-531. http://www.numdam.org/item/AIHPB_1989__25_4_517_0/

[1] N. Baker, Some Integral Equalities in Wiener-Hopf Theory. Stochastic Analysis and Applications, Springer Lect. Notes, No. 1095, 1984, pp. 169-186. | MR | Zbl

[2] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Théorie des Martingales, Hermann, Paris, 1980. | MR | Zbl

[3] H. Dym and H.P. Mckean, Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press, London and New York, 1976. | MR | Zbl

[4] A. Erdélyi, The Bateman Manuscript Project. Higher Transcendental Functions, Vol. 1, McGraw-Hill, New York, 1953. | Zbl

[5] A. Erdélyi, The Bateman Manuscript Project. Integral Transforms, Vol. 1, McGraw-Hill, New York, 1953.

[6] K. Ito and H.P. Mckean, Diffusion Processes and Their Sample Paths, Springer Verlag, Berlin-Heidelberg-New York, 1965. | Zbl

[7] R.R. London, H.P. Mckean, L.C.G. Rogers and D. Williams, A Martingale Approach to Some Wiener-Hopf Problems I, Séminaire de Probabilités XVI; Springer Lecture Notes, No. 920, 1982, pp. 41-67. | Numdam | MR | Zbl

[8] B. Maisonneuve, Exit Systems, Ann. Prob., Vol. 3, 1975, pp. 399-411. | MR | Zbl

[9] P. Mcgill, Some Eigenvalue Identities for Brownian Motion, Math. Proc. Camb. Phil. Soc., 1989, 105, pp. 587-596. | MR | Zbl

[10] L.C.G. Rogers and D. Williams, Time Substitution Based on Fluctuating Assitive Functionals (Wiener-Hopf Factorisation for Infinitesimal Generators), Séminaire de Probabilités XIV ; Springer Lect. Notes, No. 784, 1980, pp. 324-331. | Numdam | MR | Zbl