A weak approximation for the Wiener-Hopf factorization.

The Wiener-Hopf factorization plays a crucial role in studying various mathematical problems. Unfortunately, in many situations, the Wiener-Hopf factorization cannot provide closed form solutions and one has to employ some approximation techniques to find its solutions. This article provides several Lp(R), 1 < p ≤ 2, approximation for a given Wiener- Hopf factorization problem. Application of our finding in spectral factorization and Lévy processes have been given. [ABSTRACT FROM AUTHOR]