Abstract
We prove the existence of a solution of an inhomogeneous generalized Wiener–Hopf equation whose kernel is a probability distribution on R generating a random walk drifting to +∞, while the inhomogeneous term f of the equation belongs to the space L 1(0,∞) or L ∞(0,∞). We establish the asymptotic properties of the solution of this equation under various assumptions about the inhomogeneity f.
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